Estimating stochastic volatility models: a comparison of two importance samplers

S.J. Koopman, K.M. Lee

Research output: Contribution to JournalArticleAcademic

Original languageEnglish
Pages (from-to)1-22
Number of pages22
JournalStudies in Nonlinear Dynamics and Econometrics
Volume8
Issue number2
DOIs
Publication statusPublished - 2004

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