Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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書目詳細資料
Main Authors:	Kim, S, Shephard, N, Chib, S
其他作者:	Newbold, P
格式:	Book section
語言:	English
出版:	Elgar 2003

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