"A Stochastic Simulation Approach to Model Selection for Stochastic ..."

Yong Li, Zhong-Xin Ni, Jin-Guan Lin (2011)

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DOI: 10.1080/03610918.2011.563002

access: closed

type: Journal Article

metadata version: 2025-11-15

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Yong Li, Zhong-Xin Ni, Jin-Guan Lin:
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models. Commun. Stat. Simul. Comput. 40(7): 1043-1056 (2011)

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