Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Κύριοι συγγραφείς: | , , |
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Άλλοι συγγραφείς: | |
Μορφή: | Book section |
Γλώσσα: | English |
Έκδοση: |
Elgar
2003
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Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Έκδοση 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Έκδοση 1994
Working paper