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Oxford Financial Research Centre economics series
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
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Chib, Siddhartha
;
Shephard, Neil G.
; …
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2004
Persistent link: https://www.econbiz.de/10002396452
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Likelihood based inference for diffusion driven models
Chib, Siddhartha
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contributor
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Pitt, Michael K.
(
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2004
Persistent link: https://www.econbiz.de/10002396486
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