Fitting general stochastic volatility models using Laplace...

Computational Statistics & Data Analysis 2012 Vol. 56; Iss. 11

Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling

Tore Selland Kleppe, Hans Julius Skaug
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Volume:
56
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.csda.2011.05.007
File:
PDF, 303 KB
english, 2012
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