Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Main Authors: | , , |
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מחברים אחרים: | |
פורמט: | Book section |
שפה: | English |
יצא לאור: |
Elgar
2003
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Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
יצא לאור 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
יצא לאור 1994
Working paper