Kim, S., & Shephard, N. (1994). Stochastic volatility: Likelihood inference and comparison with ARCH models. Nuffield College (University of Oxford).
Citação norma ChicagoKim, S., and N. Shephard. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Nuffield College (University of Oxford), 1994.
Citação norma MLAKim, S., and N. Shephard. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Nuffield College (University of Oxford), 1994.
Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.