Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Detalhes bibliográficos
Main Authors:	Kim, S, Shephard, N, Chib, S
Outros Autores:	Newbold, P
Formato:	Book section
Idioma:	English
Publicado em:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Publicado em 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Publicado em 1994

Working paper