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Publication details

Document type
Journal articles

Document subtype
Full paper

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
 Marín, J. M. (Author)
Rue, H. (Author)
Veiga, H (Author)

Date of Submisson/Request
2020-12-30
Date of Acceptance
2021-08-13
Date of Publication
2021-09-02

Where published
Econometrics and Statistics

Publication Identifiers
ISSN - 2452-3062

Publisher
Elsevier BV

Document Identifiers
DOI - https://doi.org/10.1016/j.ecosta.2021.08.006

Rankings
SCIMAGO Q2 (2020) - 0.851 - Statistics and Probability
SCOPUS Q2 (2020) - 2.4 - Statistics and Probability


Export

APA
de Zea Bermudez, P., Marín, J. M., Rue, H., Veiga, H, (2021). Integrated nested Laplace approximations for threshold stochastic volatility models. Econometrics and Statistics, ISSN 2452-3062. eISSN .

IEEE
de Zea Bermudez, P., Marín, J. M., Rue, H., Veiga, H, "Integrated nested Laplace approximations for threshold stochastic volatility models" in Econometrics and Statistics, 2021. 10.1016/j.ecosta.2021.08.006

BIBTEX
@article{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}, journal = {Econometrics and Statistics}, year = 2021, }