Testing the assumptions behind importance sampling (Q302094): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2008.10.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2125581242 / rank
 
Normal rank

Revision as of 19:07, 19 March 2024

scientific article
Language Label Description Also known as
English
Testing the assumptions behind importance sampling
scientific article

    Statements

    Testing the assumptions behind importance sampling (English)
    0 references
    0 references
    0 references
    0 references
    4 July 2016
    0 references
    extreme value theory
    0 references
    importance sampling
    0 references
    simulation
    0 references
    stochastic volatility
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references