Maximum Simulated Likelihood Methods and Applications

by William Greene

This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

• Format: Hardcover
• Language: English
• ISBN: 0857241494
• ISBN13: 9780857241498
• Release Date: December 2010
• Publisher: Emerald Group Publishing
• Length: 363 Pages
• Weight: 1.45 lbs.
• Dimensions: 1.3" x 6.2" x 9.1"