Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Liknande verk

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