Parameter estimation via particle MCMC for ultra-high frequency models

Research output: Chapter in book / Conference proceeding › Chapter in an edited book (as author) › Academic research › peer-review

Original language	English
Title of host publication	State-Space Models
Subtitle of host publication	Applications in Economics and Finance
Publisher	Springer New York
Pages	321-344
Number of pages	24
ISBN (Electronic)	9781461477891
ISBN (Print)	9781461477884
DOIs	https://doi.org/10.1007/978-1-4614-7789-1_15
Publication status	Published - 1 Jan 2013

ASJC Scopus subject areas

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title = "Parameter estimation via particle MCMC for ultra-high frequency models",

author = "Cai Zhu and Jianhui Huang",

year = "2013",

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day = "1",

doi = "10.1007/978-1-4614-7789-1\_15",

language = "English",

isbn = "9781461477884",

pages = "321--344",

booktitle = "State-Space Models",

publisher = "Springer New York",

address = "United States",

}

TY - CHAP

T1 - Parameter estimation via particle MCMC for ultra-high frequency models

AU - Zhu, Cai

AU - Huang, Jianhui

PY - 2013/1/1

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UR - https://www.scopus.com/pages/publications/85028875010

U2 - 10.1007/978-1-4614-7789-1_15

DO - 10.1007/978-1-4614-7789-1_15

M3 - Chapter in an edited book (as author)

SN - 9781461477884

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EP - 344

BT - State-Space Models

PB - Springer New York

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