Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling

From MaRDI portal
Publication:1927096

DOI10.1016/j.csda.2011.05.007zbMath1254.91599OpenAlexW2056757348MaRDI QIDQ1927096

Tore Selland Kleppe, Hans Julius Skaug

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.05.007




Related Items


Uses Software


Cites Work