Maximum Simulated Likelihood Methods and Applications

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    Maximum Simulated Likelihood Methods and Applications

    Trda - 03. dec 2010
    ( 0 )
    ISBN/EAN:P_9780857241498
    Redna cena: 155,38 €

    This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

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    This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

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