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~language:"und"
~person:"Kim, Sangjoon"
~subject:"Simulation"
~subject:"Zeitreihenanalyse"
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Kim, Sangjoon
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STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS
Kim, Sangjoon
;
Shephard, Neil
;
Chib, Siddhartha
-
EconWPA
-
1996
In this paper, Markov chain Monte
Carlo
sampling methods are exploited to provide a unified, practical likelihood …
Persistent link: https://www.econbiz.de/10005556396
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