Asymmetric Stochastic Volatility Models: Properties and Particle Filter-Based Simulated Maximum Likelihood Estimation

AuthID
 P-00R-2C7
4
Author(s)
Mao, XP
·
Tipo de Documento
Article
Year published
2020
Publicado
in ECONOMETRICS AND STATISTICS, ISSN: 2468-0389
Volume: 13, Páginas: 84-105 (22)
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Publication Identifiers
SCOPUS: 2-s2.0-85072063846
Wos: WOS:000510837900006
Source Identifiers
ISSN: 2468-0389
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