مرکز منطقه ای اطلاع رساني علوم و فناوري - Likelihood-based inference for asymmetric stochastic volatility models

Title of article :

Likelihood-based inference for asymmetric stochastic volatility models

Author/Authors :

F. Bartolucci، نويسنده , , G. De Luca، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

445

To page :

449

Keywords :

High-dimensional integral , maximum likelihood estimation , Quadrature

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2003

Journal title :

Computational Statistics and Data Analysis

Record number :

307639

Link To Document :