Simulated likelihood approximations for stochastic volatility models

10 Citations (Scopus)

Original language	English
Journal	Scandinavian Journal of Statistics
Volume	30
Issue number	2
Pages (from-to)	257-276
Number of pages	20
ISSN	0303-6898
Publication status	Published - 2003

Cite this

@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",

}