Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Bibliográfalaš dieđut
Váldodahkkit:	Kim, S, Shephard, N, Chib, S
Eará dahkkit:	Newbold, P
Materiálatiipa:	Book section
Giella:	English
Almmustuhtton:	Elgar 2003

Geahča maid

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Dahkki: Kim, S, et al.
Almmustuhtton: (2005)

Stochastic volatility: likelihood inference and comparison with ARCH models.
Dahkki: Kim, S, et al.
Almmustuhtton: (1994)

Stochastic volatility with leverage: fast likelihood inference.
Dahkki: Omori, Y, et al.
Almmustuhtton: (2004)

Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
Dahkki: Omori, Y, et al.
Almmustuhtton: (2007)

Stochastic volatility with leverage: fast and efficient likelihood inference
Dahkki: Omori, Y, et al.
Almmustuhtton: (2007)

Likelihood based inference for diffusion driven models.
Dahkki: Chib, S, et al.
Almmustuhtton: (2004)

Likelihood Inference for Discretely Observed Nonlinear Diffusions.
Dahkki: Elerain, O, et al.
Almmustuhtton: (2001)

Likelihood inference for Discretely Observed Non-linear Diffusions.
Dahkki: Elerian, O, et al.
Almmustuhtton: (1998)

Likelihood inference for discretely observed non-linear diffusions
Dahkki: Elerian, O, et al.
Almmustuhtton: (2001)

Likelihood inference for discretely observed non-linear diffusions.
Dahkki: Elerian, O, et al.
Almmustuhtton: (2001)

Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models
Dahkki: Omar Abbara, et al.
Almmustuhtton: (2022-12-01)

Analysis of High Dimensional Multivariate Stochastic Volatility Models.
Dahkki: Chib, S, et al.
Almmustuhtton: (2006)

Analysis of high dimensional multivariate stochastic volatility models
Dahkki: Chib, S, et al.
Almmustuhtton: (2006)

Markov chain Monte Carlo methods for stochastic volatility models
Dahkki: Chib, S, et al.
Almmustuhtton: (2002)

Markov Chain Monte Carlo Methods for Stochastic Volatility Models.
Dahkki: Chib, S, et al.
Almmustuhtton: (2002)

Simulated likelihood inference for stochastic volatility models using continuous particle filtering
Dahkki: Pitt, M, et al.
Almmustuhtton: (2014)

Simulated likelihood inference for stochastic volatility models using continuous particle filtering
Dahkki: Pitt, M, et al.
Almmustuhtton: (2014)

Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.
Dahkki: Chib, S, et al.
Almmustuhtton: (2002)

Likelihood-based estimation of latent generalised ARCH structures.
Dahkki: Fiorentini, G, et al.
Almmustuhtton: (2004)

Likelihood-based estimation of latent generalised ARCH structures
Dahkki: Fiorentini, G, et al.
Almmustuhtton: (2004)

Likelihood-based estimation of latent generalised ARCH structures.
Dahkki: Fiorentini, G, et al.
Almmustuhtton: (2002)

Maximum Likelihood Estimation of Regression Models with Stochastic Trend Components.
Dahkki: Shephard, N
Almmustuhtton: (1993)

Maximum likelihood estimation of regression models with stochastic trend components
Dahkki: Shephard, N
Almmustuhtton: (1993)

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.
Dahkki: Bos, C, et al.
Almmustuhtton: (2006)

Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
Dahkki: Bos, C, et al.
Almmustuhtton: (2006)

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.
Dahkki: Bos, C, et al.
Almmustuhtton: (2004)

Stochastic Volatility.
Dahkki: Shephard, N
Almmustuhtton: (2005)

Bayesian Analysis of Stochastic Volatility Models: Comment.
Dahkki: Shephard, N, et al.
Almmustuhtton: (1994)

Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes".
Dahkki: Chib, S, et al.
Almmustuhtton: (2001)

Simulation-Based Likelihood Inference for Limited Dependent Processes.
Dahkki: Manrique, A, et al.
Almmustuhtton: (1998)

Simulation-based likelihood inference for limited dependent processes
Dahkki: Manrique, A, et al.
Almmustuhtton: (1998)

Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models.
Dahkki: Flury, T, et al.
Almmustuhtton: (2008)

Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models.
Dahkki: Flury, T, et al.
Almmustuhtton: (2011)

Stochastic Volatility: Origins and Overview.
Dahkki: Shephard, N, et al.
Almmustuhtton: (2008)

Stochastic volatility: origins and overview
Dahkki: Shephard, N, et al.
Almmustuhtton: (2008)

Realised power variation and stochastic volatility models
Dahkki: Barndorff-Nielsen, O, et al.
Almmustuhtton: (2003)

Higher order variation and stochastic volatility models.
Dahkki: Barndorff-Nielsen, O, et al.
Almmustuhtton: (2001)

Realised power variation and stochastic volatility models.
Dahkki: Barndorff-Nielsen, O, et al.
Almmustuhtton: (2001)

Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.
Dahkki: Barndorff-Nielsen, O, et al.
Almmustuhtton: (2001)

Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Dahkki: Shephard, N, et al.
Almmustuhtton: (2001)