Estimation of stochastic volatility models via Monte Carlo maximum likelihood

G. Sandmann, S.J.M. Koopman

Research output: Contribution to journalArticleScientificpeer-review

146 Citations (Scopus)
Original languageEnglish
Pages (from-to)271-301
Number of pages30
JournalJournal of Econometrics
Volume87
Issue number2
Publication statusPublished - 1998

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