Maximum Likelihood Estimation of Stochastic Volatility Models Via Iterated Filtering Conference Contributions uri icon

authors

  • BRETO MARTINEZ, CARLES

event

  • 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012)

event place

  • OVIEDO

participation category

  • PONENCIA INVITADA

publication date

  • 2012