Kim, S., Shephard, N., Chib, S., & Newbold, P. (2003). Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Elgar.
Citación estilo ChicagoKim, S., N. Shephard, S. Chib, and P. Newbold. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Elgar, 2003.
Cita MLAKim, S., et al. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Elgar, 2003.
Warning: These citations may not always be 100% accurate.