Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Detalles Bibliográficos
Main Authors:	Kim, S, Shephard, N, Chib, S
Outros autores:	Newbold, P
Formato:	Book section
Idioma:	English
Publicado:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Publicado 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Publicado 1994

Working paper