Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Bibliografiska uppgifter
Huvudupphovsmän:	Kim, S, Shephard, N, Chib, S
Övriga upphovsmän:	Newbold, P
Materialtyp:	Book section
Språk:	English
Publicerad:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Publicerad 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Publicerad 1994

Working paper