Simulated likelihood approximations for stochastic volatility models

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Standard

Simulated likelihood approximations for stochastic volatility models. / Sørensen, Helle.

I: Scandinavian Journal of Statistics, Bind 30, Nr. 2, 2003, s. 257-276.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, H 2003, 'Simulated likelihood approximations for stochastic volatility models', Scandinavian Journal of Statistics, bind 30, nr. 2, s. 257-276.

APA

Sørensen, H. (2003). Simulated likelihood approximations for stochastic volatility models. Scandinavian Journal of Statistics, 30(2), 257-276.

Vancouver

Sørensen H. Simulated likelihood approximations for stochastic volatility models. Scandinavian Journal of Statistics. 2003;30(2):257-276.

Author

Sørensen, Helle. / Simulated likelihood approximations for stochastic volatility models. I: Scandinavian Journal of Statistics. 2003 ; Bind 30, Nr. 2. s. 257-276.

Bibtex

@article{bb7c1de0a1bc11ddb6ae000ea68e967b,
title = "Simulated likelihood approximations for stochastic volatility models",
author = "Helle S{\o}rensen",
note = "Deltog i konferencen {"}Dynstoch 2003), Helsinki, 22-24. maj 2003",
year = "2003",
language = "English",
volume = "30",
pages = "257--276",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley-Blackwell",
number = "2",

}

RIS

TY - JOUR

T1 - Simulated likelihood approximations for stochastic volatility models

AU - Sørensen, Helle

N1 - Deltog i konferencen "Dynstoch 2003), Helsinki, 22-24. maj 2003

PY - 2003

Y1 - 2003

M3 - Journal article

VL - 30

SP - 257

EP - 276

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

IS - 2

ER -

ID: 7863257