Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

他のバージョン（2件）を表示する

書誌詳細
主要な著者:	Kim, S, Shephard, N, Chib, S
その他の著者:	Newbold, P
フォーマット:	Book section
言語:	English
出版事項:	Elgar 2003

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