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.
| Nakladatel: | Emerald Publishing Limited |
| ISBN: | 9780857241498 |
| Rok vydání: | 2010 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 363 |
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