Simulated likelihood approximations for stochastic volatility models
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Simulated likelihood approximations for stochastic volatility models. / Sørensen, Helle.
In: Scandinavian Journal of Statistics, Vol. 30, No. 2, 2003, p. 257-276.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Sørensen, H 2003, 'Simulated likelihood approximations for stochastic volatility models', Scandinavian Journal of Statistics, vol. 30, no. 2, pp. 257-276.
APA
Sørensen, H. (2003). Simulated likelihood approximations for stochastic volatility models. Scandinavian Journal of Statistics, 30(2), 257-276.
Vancouver
Sørensen H. Simulated likelihood approximations for stochastic volatility models. Scandinavian Journal of Statistics. 2003;30(2):257-276.
Author
Bibtex
@article{bb7c1de0a1bc11ddb6ae000ea68e967b,
title = "Simulated likelihood approximations for stochastic volatility models",
author = "Helle S{\o}rensen",
note = "Deltog i konferencen {"}Dynstoch 2003), Helsinki, 22-24. maj 2003",
year = "2003",
language = "English",
volume = "30",
pages = "257--276",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley-Blackwell",
number = "2",
}
RIS
TY - JOUR
T1 - Simulated likelihood approximations for stochastic volatility models
AU - Sørensen, Helle
N1 - Deltog i konferencen "Dynstoch 2003), Helsinki, 22-24. maj 2003
PY - 2003
Y1 - 2003
M3 - Journal article
VL - 30
SP - 257
EP - 276
JO - Scandinavian Journal of Statistics
JF - Scandinavian Journal of Statistics
SN - 0303-6898
IS - 2
ER -
ID: 7863257