Meyer, Renate Et al <br/><br/>
Stochastic Volatility: Bayesian Computation Using Automatic Differentiation and The Extended Kalman Filter 
 J5085  2003 

 -  2003 
 - 408-420  V.  06  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Markov Chain Monte Carlo;Extended kalam filter;Laplace approximation;Automatric differentiation;Heavy tailed distributions;Non Gaussian Nonlinear state space models;