Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Prif Awduron: | , , |
---|---|
Awduron Eraill: | |
Fformat: | Book section |
Iaith: | English |
Cyhoeddwyd: |
Elgar
2003
|
Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Cyhoeddwyd 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Cyhoeddwyd 1994
Working paper