Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
| Автори: | , , |
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| Інші автори: | |
| Формат: | Book section |
| Мова: | English |
| Опубліковано: |
Elgar
2003
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| _version_ | 1826302976630718464 |
|---|---|
| author | Kim, S Shephard, N Chib, S |
| author2 | Newbold, P |
| author_facet | Newbold, P Kim, S Shephard, N Chib, S |
| author_sort | Kim, S |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T05:55:37Z |
| format | Book section |
| id | oxford-uuid:ea631df6-0e9e-466a-873c-f4b99a0f24d5 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T05:55:37Z |
| publishDate | 2003 |
| publisher | Elgar |
| record_format | dspace |
| spelling | oxford-uuid:ea631df6-0e9e-466a-873c-f4b99a0f24d52022-03-27T11:01:57ZStochastic Volatility: Likelihood Inference and Comparison with ARCH Models.Book sectionhttp://purl.org/coar/resource_type/c_3248uuid:ea631df6-0e9e-466a-873c-f4b99a0f24d5EnglishDepartment of Economics - ePrintsElgar2003Kim, SShephard, NChib, SNewbold, PLeybourne, S |
| spellingShingle | Kim, S Shephard, N Chib, S Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. |
| title | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. |
| title_full | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. |
| title_fullStr | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. |
| title_full_unstemmed | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. |
| title_short | Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. |
| title_sort | stochastic volatility likelihood inference and comparison with arch models |
| work_keys_str_mv | AT kims stochasticvolatilitylikelihoodinferenceandcomparisonwitharchmodels AT shephardn stochasticvolatilitylikelihoodinferenceandcomparisonwitharchmodels AT chibs stochasticvolatilitylikelihoodinferenceandcomparisonwitharchmodels |