todorov.tauchen:06:simulation¶
BibTeX Entry:
@article{todorov.tauchen:06:simulation,
author = {Todorov, Viktor and Tauchen, George},
doi = {10.1198/073500106000000260},
fjournal = {Journal of Business \& Economic Statistics},
issn = {0735-0015},
journal = {J. Bus. Econom. Statist.},
mrclass = {Expansion},
mrnumber = {2328465},
number = {4},
pages = {455--469},
title = {Simulation methods for {L}\'{e}vy-driven continuous-time autoregressive moving average ({CARMA}) stochastic volatility models},
url = {https://doi.org/10.1198/073500106000000260},
volume = {24},
year = {2006}
}