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Estimation of stochastic volatility models via Monte Carlo maximum likelihood

Sandmann,G.
; 
Koopman,S.J.M.
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Pagination: 30
Date
1998
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Tilburg University Research Output Collection
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Sandmann, G & Koopman, S J M 1998, 'Estimation of stochastic volatility models via Monte Carlo maximum likelihood', Journal of Econometrics, vol. 87, no. 2, pp. 271-301.
URI
https://hdl.handle.net/20.500.14602/32389
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