Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Autors principals: | , , |
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Altres autors: | |
Format: | Book section |
Idioma: | English |
Publicat: |
Elgar
2003
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Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Publicat 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Publicat 1994
Working paper