Estimation of stochastic volatility models via Monte Carlo maximum likelihood

G. Sandmann, S.J.M. Koopman

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{6a5d94cf451d433a8493105485f72082,

title = "Estimation of stochastic volatility models via Monte Carlo maximum likelihood",

author = "G. Sandmann and S.J.M. Koopman",

note = "Pagination: 30",

year = "1998",

language = "English",

volume = "87",

pages = "271--301",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "2",

}