Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations

Martino, Sara; Aas, Kjersti; Lindqvist, Ola; Neef, Linda Reiersølmoen; Rue, Håvard

November 01, 2008

SAMBA

• Published date: November 01, 2008
• Page(s): 21
• Journal: NTNU Preprint Series: Statistics
• Name and number of project: 220302
• Title: Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations
• Author(s): Martino, Sara; Aas, Kjersti; Lindqvist, Ola; Neef, Linda Reiersølmoen; Rue, Håvard
• Report number: 8