Simulated likelihood approximations for stochastic volatility models
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Scandinavian Journal of Statistics |
Volume | 30 |
Issue number | 2 |
Pages (from-to) | 257-276 |
Number of pages | 20 |
ISSN | 0303-6898 |
Publication status | Published - 2003 |
ID: 7863257