Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Autori principali: | , , |
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Altri autori: | |
Natura: | Book section |
Lingua: | English |
Pubblicazione: |
Elgar
2003
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Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Pubblicazione 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Pubblicazione 1994
Working paper