Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Samankaltaisia teoksia

• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
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• Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
  Tekijä: Omori, Y, et al.
  Julkaistu: (2007)
• Stochastic volatility with leverage: fast and efficient likelihood inference
  Tekijä: Omori, Y, et al.
  Julkaistu: (2007)