Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Бібліографічні деталі
Автори:	Kim, S, Shephard, N, Chib, S
Інші автори:	Newbold, P
Формат:	Book section
Мова:	English
Опубліковано:	Elgar 2003

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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

Опубліковано 2005

Book section

Stochastic volatility: likelihood inference and comparison with ARCH models.

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

Опубліковано 1994

Working paper