Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations

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

July 31, 2011

SAMBA

• ISBN:
• Author(s): Martino, Sara; Aas, Kjersti; Lindqvist, Ola; Neef, Linda Reiersølmoen; Rue, Håvard
• Title: Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations
• Volume/number: 17/7
• Name and number of project: SFI02-Risk
• Journal: European Journal of Finance
• Page(s): 487-503
• Conference:
• Refereed: 1
• Publisher:
• Published date: July 31, 2011
• Book title:
• Editor: