Stochastic volatility with leverage: Fast and efficient likelihood inference
Year of publication: |
2007
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Authors: | Omori, Yasuhiro ; Chib, Siddhartha ; Shephard, Neil ; Nakajima, Jouchi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 140.2007, 2, p. 425-449
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