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person:"Paolella, Marc S."
subject:"Japan"
~isPartOf:"Econometric reviews"
~person:"Bos, Charles S."
~subject:"Exchange rate"
~subject:"Stochastic volatility"
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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