Testing data cloning as the basis of an estimator for the stochastic volatility in mean model

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[PDF][PDF] Fitting complex stochastic volatility models using Laplace approximation

JM Marín, E Romero, H Veiga - Statistics, 2024 - e-archivo.uc3m.es
The paper proposes the use of Laplace approximation (LA) to estimate complex univariate
symmetric and asymmetric stochastic volatility (SV) models with flexible distributions for …
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