Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Xehetasun bibliografikoak
Egile Nagusiak:	Kim, S, Shephard, N, Chib, S
Beste egile batzuk:	Newbold, P
Formatua:	Book section
Hizkuntza:	English
Argitaratua:	Elgar 2003

Antzeko izenburuak

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
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Stochastic volatility: likelihood inference and comparison with ARCH models.
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Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
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Markov Chain Monte Carlo Methods for Stochastic Volatility Models.
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Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes".
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