Estimating stochastic volatility models: a comparison of two importance samplers

Research output: Contribution to Journal › Article › Academic

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	https://doi.org/10.2202/1558-3708.1210
Publication status	Published - 2004

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title = "Estimating stochastic volatility models: a comparison of two importance samplers",

author = "S.J. Koopman and K.M. Lee",

year = "2004",

doi = "10.2202/1558-3708.1210",

language = "English",

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pages = "1--22",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1081-1826",

publisher = "Berkeley Electronic Press",

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AU - Koopman, S.J.

AU - Lee, K.M.

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DO - 10.2202/1558-3708.1210

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JO - Studies in Nonlinear Dynamics and Econometrics

JF - Studies in Nonlinear Dynamics and Econometrics

SN - 1081-1826

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