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~person:"Koopman, Siem Jan"
~isPartOf:"Economics Papers / Economics Group, Nuffield College, University of Oxford"
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Koopman, Siem Jan
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Testing the Assumptions Behind the Use of Importance Sampling
Koopman, Siem Jan
;
Shephard, Neil
-
Economics Group, Nuffield College, University of Oxford
-
2002
maximum simulated likelihood analysis of the stochastic
volatility
model. …
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