Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Prif Awduron: | Kim, S, Shephard, N, Chib, S |
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Awduron Eraill: | Newbold, P |
Fformat: | Book section |
Iaith: | English |
Cyhoeddwyd: |
Elgar
2003
|
Eitemau Tebyg
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Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
gan: Kim, S, et al.
Cyhoeddwyd: (2005) -
Stochastic volatility: likelihood inference and comparison with ARCH models.
gan: Kim, S, et al.
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Stochastic volatility with leverage: fast likelihood inference.
gan: Omori, Y, et al.
Cyhoeddwyd: (2004) -
Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
gan: Omori, Y, et al.
Cyhoeddwyd: (2007) -
Stochastic volatility with leverage: fast and efficient likelihood inference
gan: Omori, Y, et al.
Cyhoeddwyd: (2007)