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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
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Stochastic volatility: Likelihood inference and comparison with ARCH models
Kim, Sangjoon
;
Shepherd, Neil
;
Chib, Siddhartha
- In:
The review of economic studies
65
(
1998
)
224
,
pp. 361-394
Persistent link: https://www.econbiz.de/10007693480
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