Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
From MaRDI portal
Publication:4219769
DOI10.1111/1467-937X.00050zbMath0910.90067MaRDI QIDQ4219769
Neil Shephard, Siddhartha Chib, Sangjoon Kim
Publication date: 10 November 1998
Published in: Review of Economic Studies (Search for Journal in Brave)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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