Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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ID: 290555
1998
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Abstract
Journal Article Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models Get access Sangjoon Kim, Sangjoon Kim Salomon Brothers Asia Limited Search for other works by this author on: Oxford Academic Google Scholar Neil Shephard, Neil Shephard Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar Siddhartha Chib Siddhartha Chib Washington University, St. Louis Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 65, Issue 3, July 1998, Pages 361–393, https://doi.org/10.1111/1467-937X.00050 Published: 01 July 1998 Article history Received: 01 December 1994 Accepted: 01 August 1997 Published: 01 July 1998
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| Reference Key |
openalex_W2079672223
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|---|---|
| Authors | Sang‐Joon Kim, Neal Shepherd, Siddhartha Chib |
| Journal | The Review of Economic Studies |
| Year | 1998 |
| DOI |
10.1111/1467-937x.00050
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| URL | |
| Keywords | Keywords not found |
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