Stochastic Volatility.
N Shephard - 2005 - ora.ox.ac.uk
… 4.2 Simulation based inference In the 1990s a number of econometricians started to use simulation based inference to tackle SV models. To discuss these methods it will be convenient …
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… 4.2 Simulation based inference In the 1990s a number of econometricians started to use simulation based inference to tackle SV models. To discuss these methods it will be convenient …