Simulation-Based Estimation Methods for Financial Time Series Models
This paper overviews some recent advances on simulation-based methods of estimating time series models and asset pricing models that are widely used in finance. The simulation based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms and...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2010
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1226 https://ink.library.smu.edu.sg/context/soe_research/article/2225/viewcontent/handbook04.pdf |
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