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subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Koopman, Siem Jan"
~person:"Machin, Stephen"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Koopman, Siem Jan
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Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
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