Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

अन्य संस्करण दिखाएं (2)
ग्रंथसूची विवरण
मुख्य लेखकों: Kim, S, Shephard, N, Chib, S
अन्य लेखक: Newbold, P
स्वरूप: Book section
भाषा:English
प्रकाशित: Elgar 2003
Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

प्रकाशित 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.

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

प्रकाशित 1994
Working paper
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