| 000 | 00596nam a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aKawakatsu, Hiroyuki | ||
| 240 | _aEconometric Journal | ||
| 245 | _aNumerical integration based gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 10 _cIssue. 2 _a342 - 358 |
||
| 366 | _b2007 | ||
| 650 | _aEconometrics | ||
| 653 | _aStochastic volatility;Nonlinear filtering;Leverage effect;Numerical integration;Mixture gaussian | ||
| 942 | _cJA | ||
| 999 |
_c43555 _d43555 |
||