Stochastic volatility with leverage: Fast and efficient likelihood inference

Stochastic volatility with leverage: fast and efficient likelihood inference

Omori, Yasuhiro, (2007)

Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. )

Omori, Yasuhiro, (2004)

"Stochastic Volatility with Leverage: Fast Likelihood Inference"

Omori, Yasuhiro, (2004)