Exportar referência
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,
}