Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Zobrazit další vydání (2)

Podrobná bibliografie
Hlavní autoři:	Kim, S, Shephard, N, Chib, S
Další autoři:	Newbold, P
Médium:	Book section
Jazyk:	English
Vydáno:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. Autor Kim, S, Shephard, N, Chib, S

Vydáno 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

Stochastic volatility: likelihood inference and comparison with ARCH models. Autor Kim, S, Shephard, N

Vydáno 1994

Working paper