Stochastic volatility : likelihood inference and comparison with ARCH models
Year of publication: |
1997
|
---|---|
Authors: | Kim, Sangjoon ; Shephard, Neil G. ; Chib, Siddhartha |
Publisher: |
[Oxford] |
Subject: | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Simulation | Theorie | Theory |
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