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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
Published in: journal Econometric Reviews, Volume 25, Issue 2 & 3 September 2006 , pages 385 - 408
Formats available: HTML (English) : PDF (English)
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