Kim, S., Shephard, N., Chib, S., & Newbold, P. (2003). Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Elgar.
Chicagoスタイル(17版)引用形式Kim, S., N. Shephard, S. Chib, , P. Newbold. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Elgar, 2003.
MLA(9版)引用形式Kim, S., et al. Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Elgar, 2003.
警告: この引用は必ずしも正確ではありません.