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Original Articles

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Pages 393-395 | Published online: 02 Jul 2012

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 .

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