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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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Multivariate stochastic variance models
Harvey, Andrew C. - In: The review of economic studies 61 (1994) 2, pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
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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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Multivariate Stochastic Variance Models
Harvey, Andrew; Ruiz, Esther; Shephard, Neil - In: The review of economic studies 61 (1994) 207, pp. 247-264
Persistent link: https://www.econbiz.de/10007713564