"Estimation of realized stochastic volatility models using Hamiltonian ..."

Didit B. Nugroho, Takayuki Morimoto (2015)

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DOI: 10.1007/S00180-014-0546-6

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type: Journal Article

metadata version: 2023-02-12

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Didit B. Nugroho, Takayuki Morimoto:
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods. Comput. Stat. 30(2): 491-516 (2015)

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