Accurate Methods for Approximate Bayesian Computation Filtering

Laurent E. Calvet, Veronika Czellar

Open source

DOI
10.1093/jjfinec/nbu019
Published
2014-07-03
Container
Journal of Financial Econometrics
Publisher
Oxford University Press (OUP)
Open access
unknown

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BibTeX

@article{allodium:10.1093/jjfinec/nbu019,
  title = {Accurate Methods for Approximate Bayesian Computation Filtering},
  author = {Laurent E. Calvet and Veronika Czellar},
  year = {2014},
  journal = {Journal of Financial Econometrics},
  doi = {10.1093/jjfinec/nbu019},
  url = {https://doi.org/10.1093/jjfinec/nbu019}
}

RIS

TY  - JOUR
TI  - Accurate Methods for Approximate Bayesian Computation Filtering
AU  - Laurent E. Calvet
AU  - Veronika Czellar
PY  - 2014
JO  - Journal of Financial Econometrics
DO  - 10.1093/jjfinec/nbu019
UR  - https://doi.org/10.1093/jjfinec/nbu019
ER  - 

APA

Calvet, L. E., & Czellar, V. (2014). Accurate Methods for Approximate Bayesian Computation Filtering. Journal of Financial Econometrics. https://doi.org/10.1093/jjfinec/nbu019

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