Billede af bogens forside - Maximum Simulated Likelihood Methods and Applications

Maximum Simulated Likelihood Methods and Applications

Bog, Hardback, Engelsk, 2010

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780857241498
  • Udgivet3/12/2010
  • Udgivet afEmerald Publishing Limited
  • Længde363 sider
  • GenreBusiness og læring, Økonomi og finans