Simulation-Based Estimation Methods for Financial Time Series Models

DOI10.1007/978-3-642-17254-0_15zbMath1229.91368OpenAlexW2095511493MaRDI QIDQ3112468

Jun Yu

Publication date: 10 January 2012

Published in: Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1238

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Monte Carlo methods (65C05) Economic time series analysis (91B84)

Related Items (1)

On periodic autoregressive stochastic volatility models: structure and estimation

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