（1）Stochastic volatility in asset prices estimation with simulated maximum likelihood  作者： Jon Danielsson

（2）Accelerated Gaussian importance sampler with application to dynamic latent variable models  作者： Jon Danielsson

(3)GMM estimation of  a stochastic volatility models:a Monte Carlo stady   作者：Andersen ,T.G.

(4)Reversible jump Markov chain Monte Carlo computation and Bayesian model determinaton 作者：Green，P.J.

(5)QUasi-maximum likelihood estimation of stochastic volatility models 作者：Ruiz,E.

(6)Bayesian analysis of stochastic volatility models 作者：Jacquier,E.

论文有点多！麻烦各位师兄，师姐给予帮忙啊！

小弟在这里先感谢啦！

急切等待ing

[此贴子已经被作者于2009-3-3 13:49:18编辑过]