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Maximum Simulated Likelihood Methods and Applications

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In Stock (547)

£ 141.74

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.

Book Details
EAN:
9780857241498
Binding:
Hardback
Dimensions(mm):
162 x 308 x 26
Publication Date:
2010-12-03
Publication Country:
United Kingdom