Book section

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Share
Cite

Cite this record

APA Style

Kim, S., Shephard, N., & Chib, S. (2003). Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models. In P. Newbold & S. Leybourne (Eds.), Recent developments in time series. Elgar.

MLA Style

Kim, S, et al. “Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.” Recent Developments in Time Series., edited by P Newbold and S Leybourne, Elgar, 2003.

Chicago Style

Kim, S, N Shephard, and S Chib. 2003. “Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.” In Recent Developments in Time Series., edited by P Newbold and S Leybourne. Elgar.
Print

Authors

+ Kim, S More by this author

Role:: Author

+ Shephard, N More by this author

Role:: Author

+ Chib, S More by this author

Role:: Author

Contributors

Role:: Editor

Role:: Editor

Publisher:: Elgar
Host title:: Recent developments in time series.
Place of publication:: Cheltenham
Publication date:: 2003-01-01
ISBN:: 1-84064-951-8

Language:: English
UUID:: uuid:ea631df6-0e9e-466a-873c-f4b99a0f24d5
Local pid:: oai:economics.ouls.ox.ac.uk:10040
Deposit date:: 2011-08-16
ARK identifier:: ark:/29072/ora_ea631df60e9e466a873cf4b99a0f24d5

Terms of use

Copyright date:: 2003

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP