Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Show other versions (2)

Bibliographic Details
Main Authors:	Kim, S, Shephard, N, Chib, S
Other Authors:	Newbold, P
Format:	Book section
Language:	English
Published:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Published 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Published 1994

Working paper