Estimation of the Stochastic Volatility Models by Simulated...

Studies in Nonlinear Dynamics and Econometrics 1996 / 01 Vol. 1; Iss. 1

Estimation of the Stochastic Volatility Models by Simulated Maximum Likelihood: C++ Code

Daníelsson, Jón
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Volume:
1
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1011
Date:
January, 1996
File:
PDF, 376 KB
english, 1996
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