Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
主要な著者: | , , |
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その他の著者: | |
フォーマット: | Book section |
言語: | English |
出版事項: |
Elgar
2003
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Stochastic volatility: likelihood inference and comparison with ARCH models.
出版事項 1994
Working paper