Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Détails bibliographiques
Auteurs principaux:	Kim, S, Shephard, N, Chib, S
Autres auteurs:	Newbold, P
Format:	Book section
Langue:	English
Publié:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Publié 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Publié 1994

Working paper