Stochastic volatility with leverage: Fast and efficient likelihood inference
Year of publication: |
2007
|
---|---|
Authors: | Omori, Yasuhiro ; Chib, Siddhartha ; Shephard, Neil ; Nakajima, Jouchi |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 140.2007, 2, p. 425-449
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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