Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Podobne zapisy

• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
  od: Kim, S, i wsp.
  Wydane: (2005)
• Stochastic volatility: likelihood inference and comparison with ARCH models.
  od: Kim, S, i wsp.
  Wydane: (1994)
• Stochastic volatility with leverage: fast likelihood inference.
  od: Omori, Y, i wsp.
  Wydane: (2004)
• Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
  od: Omori, Y, i wsp.
  Wydane: (2007)
• Stochastic volatility with leverage: fast and efficient likelihood inference
  od: Omori, Y, i wsp.
  Wydane: (2007)