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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
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pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
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Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
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pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
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