Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models
Authors:
Borus Jungbacker a;
Siem Jan Koopman a
| Affiliation: | a Department of Econometrics, Vrije Universiteit Amsterdam, Tinbergen Institute Amsterdam, Netherlands |
DOI:
10.1080/07474930600712848
Publication Frequency:
6 issues per year
Formats available:
HTML
(English)
:
PDF
(English)
Cited By
This article is cited by 3 other articles. You must have access to this article in order to view its citations.

Download Citation