Kim, S., & Shephard, N. (1994). Stochastic volatility: Likelihood inference and comparison with ARCH models. Nuffield College (University of Oxford).
Dyfyniad Arddull ChicagoKim, S., and N. Shephard. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Nuffield College (University of Oxford), 1994.
Dyfyniad MLAKim, S., and N. Shephard. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Nuffield College (University of Oxford), 1994.
Rhybudd: Mae'n bosib nad yw'r dyfyniadau hyn bob amser yn 100% cywir.