@data{jae.2022327.0718706692,
author = {Li, Mengheng and Koopman, Siem Jan},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {unobserved-components-with-stochastic-volatility-simulationbased-estimation-and-signal-extraction},
year = {2021},
version = {1},
url = {https://journaldata.zbw.eu/dataset/unobserved-components-with-stochastic-volatility-simulationbased-estimation-and-signal-extraction},
doi = "10.15456/jae.2022327.0718706692" 
}