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Publication details

Document type
Other

Document subtype
Preprint

Title
Integrated nested Laplace approximations for threshold stochastic volatility models

Participants in the publication
de Zea Bermudez, P. (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Marín, J. M. (Author)
Rue, H. (Author)
Veiga, H (Author)

Date of Publication
2021

Where published
econpapers.repec.org/paper/ctewsrepe/31804.htm

Publication Identifiers

Notes
Paper submitted to publication.


Export

APA
de Zea Bermudez, P., Marín, J. M., Rue, H., Veiga, H, (2021). Integrated nested Laplace approximations for threshold stochastic volatility models

IEEE
de Zea Bermudez, P., Marín, J. M., Rue, H., Veiga, H, "Integrated nested Laplace approximations for threshold stochastic volatility models", 2021

BIBTEX
@misc{49989, author = {de Zea Bermudez, P. and Marín, J. M. and Rue, H. and Veiga, H}, title = {Integrated nested Laplace approximations for threshold stochastic volatility models}, year = 2021 }