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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 = {}
}