Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Bibliographic Details
Main Authors:	Kim, S, Shephard, N, Chib, S
Other Authors:	Newbold, P
Format:	Book section
Language:	English
Published:	Elgar 2003

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