Stochastic volatility : likelihood inference and comparison with ARCH models
Sangjoon Kim, Neil Shephard and Siddhartha Chib
| Year of publication: |
1998
|
|---|---|
| Authors: | Kim, Sangjoon |
| Other Persons: | Shephard, Neil G. (contributor) ; Chib, Siddhartha (contributor) |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 65.1998, 3, p. 361-393
|
| Subject: | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001244376