Kim, S., & Shephard, N. (1994). Stochastic volatility: Likelihood inference and comparison with ARCH models. Nuffield College (University of Oxford).
Chicago Style (17th ed.) CitationKim, S., and N. Shephard. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Nuffield College (University of Oxford), 1994.
MLA (9th ed.) CitationKim, S., and N. Shephard. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Nuffield College (University of Oxford), 1994.
Warning: These citations may not always be 100% accurate.