Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

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Detalles Bibliográficos
Main Authors: Kim, S, Shephard, N, Chib, S
Outros autores: Newbold, P
Formato: Book section
Idioma:English
Publicado: Elgar 2003

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