Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations Sara Martino Kjersti Aas Ola Lindqvist Linda Reiersølmoen Neef Håvard Rue Publication details Journal: Preprint NTNU, p. 21–21, Saturday 1. November 2008 International Standard Numbers: Printed: 0804-029X Kjersti Aas Research Director SAMBA Linda Reiersølmoen Neef Senior Research Scientist You are here: Home Publications Article journal Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations
