Simulation-based estimation methods for the stochastic volatility model

S.J. Koopman, B.M.J.P. Jungbacker

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationHandbook of financial time series
EditorsT. Anderson, R.A. Davis, J.P. Kreiss, T. Mikosch
Place of PublicationNew York
PublisherSpringer-Verlag
Pages313-344
Publication statusPublished - 2009

Cite this