Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Päätekijät: | , , |
---|---|
Muut tekijät: | |
Aineistotyyppi: | Book section |
Kieli: | English |
Julkaistu: |
Elgar
2003
|
Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Julkaistu 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Julkaistu 1994
Working paper