Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods
Crossref DOI link: https://doi.org/10.1007/s00180-014-0546-6
Published Online: 2014-12-27
Published Print: 2015-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nugroho, Didit B.
Morimoto, Takayuki
Text and Data Mining valid from 2014-12-27
