Original language | English |
---|---|
Pages (from-to) | 1-22 |
Number of pages | 22 |
Journal | Studies in Nonlinear Dynamics and Econometrics |
Volume | 8 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2004 |
Estimating stochastic volatility models: a comparison of two importance samplers
S.J. Koopman, K.M. Lee
Research output: Contribution to Journal › Article › Academic