Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Lignende værker

• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
  af: Kim, S, et al.
  Udgivet: (2005)
• Stochastic volatility: likelihood inference and comparison with ARCH models.
  af: Kim, S, et al.
  Udgivet: (1994)
• Stochastic volatility with leverage: fast likelihood inference.
  af: Omori, Y, et al.
  Udgivet: (2004)
• Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
  af: Omori, Y, et al.
  Udgivet: (2007)
• Stochastic volatility with leverage: fast and efficient likelihood inference
  af: Omori, Y, et al.
  Udgivet: (2007)