Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Dades bibliogràfiques
Autors principals:	Kim, S, Shephard, N, Chib, S
Altres autors:	Newbold, P
Format:	Book section
Idioma:	English
Publicat:	Elgar 2003

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