A hybrid data cloning maximum likelihood estimator for stochastic volatility models (2013)
- Autor:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- DOI: 10.1515/jtse-2012-0025
- Subjects: MODELOS MATEMÁTICOS; MÉTODOS MCMC
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Time Series Econometrics
- ISSN: 2194-6507
- Volume/Número/Paginação/Ano: v. 5, n. 2, p. 193-229, 2013
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
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: 30 dez. 2025. -
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-2012-0025 -
NLM
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 2025 dez. 30 ] Available from: https://doi.org/10.1515/jtse-2012-0025 -
Vancouver
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 2025 dez. 30 ] Available from: https://doi.org/10.1515/jtse-2012-0025 - Data cloning: maximum likelihood estimation of DSGE models
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Informações sobre o DOI: 10.1515/jtse-2012-0025 (Fonte: oaDOI API)
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