Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Библиографические подробности
Главные авторы:	Kim, S, Shephard, N, Chib, S
Другие авторы:	Newbold, P
Формат:	Book section
Язык:	English
Опубликовано:	Elgar 2003

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