[求助]重金求SV模型参数估计的文献(每篇20论坛币)
(1)Stochastic volatility in asset prices estimation with simulated maximum likelihood 作者: Jon Danielsson
(2)Accelerated Gaussian importance sampler with application to dynamic latent variable models 作者: Jon Danielsson
(3)GMM estimation of a stochastic volatility models:a Monte Carlo stady 作者:Andersen ,T.G.
(4)Reversible jump Markov chain Monte Carlo computation and Bayesian model determinaton 作者:Green,P.J.
(5)QUasi-maximum likelihood estimation of stochastic volatility models 作者:Ruiz,E.
先在这里谢谢各位大侠啦!开题需要的啊!
急切等待中啊!