Maximum Simulated Likelihood Methods and Applications -
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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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Kirjeldus
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.
Lisateave
| Kirjastaja | Emerald Group Publishing Limited |
|---|---|
| Väljalaskeaasta | 2010 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9780857241498 |