A hybrid data cloning maximum likelihood estimator for stochastic volatility models (2013)
Source: Journal of Time Series Econometrics. Unidade: FEARP
Subjects: MODELOS MATEMÁTICOS, MÉTODOS MCMC
ABNT
LAURINI, Marcio Poletti. A hybrid data cloning maximum likelihood estimator for stochastic volatility models. Journal of Time Series Econometrics, v. 5, n. 2, p. 193-229, 2013Tradução . . Disponível em: https://doi.org/10.1515/jtse-2012-0025. Acesso em: 31 maio 2024.APA
Laurini, M. P. (2013). A hybrid data cloning maximum likelihood estimator for stochastic volatility models. Journal of Time Series Econometrics, 5( 2), 193-229. doi:10.1515/jtse-2012-0025NLM
Laurini MP. A hybrid data cloning maximum likelihood estimator for stochastic volatility models [Internet]. Journal of Time Series Econometrics. 2013 ; 5( 2): 193-229.[citado 2024 maio 31 ] Available from: https://doi.org/10.1515/jtse-2012-0025Vancouver
Laurini MP. A hybrid data cloning maximum likelihood estimator for stochastic volatility models [Internet]. Journal of Time Series Econometrics. 2013 ; 5( 2): 193-229.[citado 2024 maio 31 ] Available from: https://doi.org/10.1515/jtse-2012-0025