【题 名】: Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers
【作 者】: Kai Ming Lee, Free University Amsterdam and Tinbergen Institute Siem Jan Koopman, Free University Amsterdam
【期刊、会议、单位名称】:Studies in Nonlinear Dynamics and Econometrics,
【年, 卷(期), 起止页码】:2004(8):1–15.
【全文链接】:http://www.bepress.com/snde/vol8/iss2/art5/