Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Weitere Versionen anzeigen (2)

Bibliographische Detailangaben
Hauptverfasser:	Kim, S, Shephard, N, Chib, S
Weitere Verfasser:	Newbold, P
Format:	Book section
Sprache:	English
Veröffentlicht:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Veröffentlicht 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Veröffentlicht 1994

Working paper