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Publication details

Document type
Conference papers

Document subtype
Abstract/Full paper of Invited talk

Title
Estimating threshold stochastic volatility models using integrated nested Laplace approximations

Participants in the publication
de Zea Bermudez, P. (Author)
Dep. Estatística e Investigação Operacional
CEAUL
Marín, J. M (Author)
UNIVERSIDAD CARLOS III DE MADRID
Rue, H. (Author)
Veiga, H. (Author)
UNIVERSIDAD CARLOS III DE MADRID

Summary
ORGANIZED INVITED TALK - Session CO615: Advances in financial time series and econometrics; Organizers: Helena Veiga; ERCIM 2018, Pisa, 14-16 December 2018; http://www.cmstatistics.org/CMStatistics2018/organized.php

Date of Publication
2018

Event
ECOSTA ECONOMETRICS AND STATISTICS

Publication Identifiers
ISBN - 9789963222759

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APA
de Zea Bermudez, P., Marín, J. M, Rue, H., Veiga, H., (2018). Estimating threshold stochastic volatility models using integrated nested Laplace approximations. ECOSTA ECONOMETRICS AND STATISTICS, -

IEEE
de Zea Bermudez, P., Marín, J. M, Rue, H., Veiga, H., "Estimating threshold stochastic volatility models using integrated nested Laplace approximations" in ECOSTA ECONOMETRICS AND STATISTICS, , 2018, pp. -, doi:

BIBTEX
@InProceedings{41232, author = {de Zea Bermudez, P. and Marín, J. M and Rue, H. and Veiga, H.}, title = {Estimating threshold stochastic volatility models using integrated nested Laplace approximations}, booktitle = {ECOSTA ECONOMETRICS AND STATISTICS}, year = 2018, pages = {-}, address = {}, publisher = {} }