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Journal of Business & Economic Statistics Volume 12, 1994 - Issue 4
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Daniel B. Nelson University of Chicago Graduate School of Business and NBER, Chicago, IL, 60637
Pages 403-406 | Published online: 02 Jul 2012

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Bruce Qiang Sun, Xinfu Chen & Ting Ting Huang. (2014) A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model. Communications in Statistics - Simulation and Computation 43:3, pages 580-596.
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Mark F. J. Steel. (1998) Bayesian analysis of stochastic volatility models with flexible tails. Econometric Reviews 17:2, pages 109-143.
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Articles from other publishers (1)

Eric Ghysels, Andrew C. Harvey & Eric Renault. 1996. Statistical Methods in Finance. Statistical Methods in Finance 119 191 .

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