Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Egile Nagusiak: | , , |
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Beste egile batzuk: | |
Formatua: | Book section |
Hizkuntza: | English |
Argitaratua: |
Elgar
2003
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Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Argitaratua 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Argitaratua 1994
Working paper