Stochastic Volatility: Likelihood Inference and Comparison...

Review of Economic Studies 1998 / 07 Vol. 65; Iss. 3

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Sangjoon Kim, Neil Shephard and Siddhartha Chib
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Volume:
65
Language:
english
Journal:
The Review of Economic Studies
DOI:
10.2307/2566931
Date:
July, 1998
File:
PDF, 3.55 MB
english, 1998
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