Estimating threshold stochastic volatility models using integrated nested Laplace approximations Conference Contributions uri icon

event

  • 11th International Conference of the ERCIM WG on Computational and Methodological Statistics. 12 th International Conference on Computational and Financial Econometrics

event place

  • Pisa

country

  • ITALIA

participation category

  • PONENCIA

main title

  • 12th International Conference onComputational and Financial Econometrics (CFE 2018) and 11th International Conference of theERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2018): programme and abstracts

publication date

  • 2018

isbn

  • 978-9963-2227-5-9