Stochastic volatility: Likelihood inference and comparison with ARCH models
| Year of publication: |
1998
|
|---|---|
| Authors: | Kim, Sangjoon ; Shepherd, Neil ; Chib, Siddhartha |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 65.1998, 224, p. 361-394
|