Integrated Nested Laplace Approximations for Threshold Stochastic Volatility Models

AuthID
P-00W-23F
4
Author(s)
Marín, JM
·
Rue, H
·
Veiga, H
Document Type
Article
Year published
2024
Published
in ECONOMETRICS AND STATISTICS, ISSN: 2468-0389
Volume: 30, Pages: 15-35 (21)
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Publication Identifiers
SCOPUS: 2-s2.0-85123840418
Wos: WOS:001226527200001
Source Identifiers
ISSN: 2468-0389
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