TY  - BOOK
AU  - Meyer, Renate Et al
TI  - Stochastic Volatility: Bayesian Computation Using Automatic Differentiation and The Extended Kalman Filter
PY  - 2003///
KW  - Econometrics
KW  - Markov Chain Monte Carlo;Extended kalam filter;Laplace approximation;Automatric differentiation;Heavy tailed distributions;Non Gaussian Nonlinear state space models
ER  -