ADDITIONAL REFERENCES
- Danielsson , J. “Stochastic Volatility in Asset Prices: Estimation With Simulated Maximum Likelihood,” . Journal of Econometrics. , (in press)
- Danielsson , J. and Richard , J.-F. 1993 . “Accelerated Gaussian Importance Sampler With Application to Dynamic Latent Variable Models,” . Journal of Applied Econometrics , 8 : 153 – 173 .