• 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
    5
  • 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