Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Hoofdauteurs: | , , |
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Andere auteurs: | |
Formaat: | Book section |
Taal: | English |
Gepubliceerd in: |
Elgar
2003
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Search Result 1
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
Gepubliceerd in 2005
Book section
Search Result 2
Stochastic volatility: likelihood inference and comparison with ARCH models.
Gepubliceerd in 1994
Working paper