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Maximum Simulated Likelihood Methods and Applications -

English
2010-12-06
€331.74 €414.68

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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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Description

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.

More Information

Publisher Emerald Group Publishing Limited
Release year 2010
Cover type Hardcover
EAN 9780857241498
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€331.74 €414.68