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 acesso aberto
- Este artigo NÃO é de acesso aberto
-
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: 15 fev. 2026. -
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 2026 fev. 15 ] 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 2026 fev. 15 ] Available from: https://doi.org/10.1515/jtse-2012-0025 - Data cloning: maximum likelihood estimation of DSGE models
- A spatial error model with continuous random effects and an application to growth convergence
- The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil
- Dynamic functional data analysis with non-parametric state space models
- Spillovers and jumps in global markets: A comparative analysis
- A dynamic econometric model for inflationary inertia in Brazil
- A noisy principal component analysis for forward rate curves
- A macro-finance term structure model with multivariate stochastic volatility
- A continuous spatio-temporal model for house prices in the USA
- Poverty elasticity: a note on a new empirical approach
Informações sobre o DOI: 10.1515/jtse-2012-0025 (Fonte: oaDOI API)
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
