Parameter estimation via particle MCMC for ultra-high frequency models

Cai Zhu, Jianhui Huang

Research output: Chapter in book / Conference proceedingChapter in an edited book (as author)Academic researchpeer-review

Original languageEnglish
Title of host publicationState-Space Models
Subtitle of host publicationApplications in Economics and Finance
PublisherSpringer New York
Pages321-344
Number of pages24
ISBN (Electronic)9781461477891
ISBN (Print)9781461477884
DOIs
Publication statusPublished - 1 Jan 2013

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)
  • Business, Management and Accounting(all)

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