Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Review of Economic Studies

Volumn 65, Issue 3, 1998, Pages 361-393

  Kim, Sangjoon ^a   Shephard, Neil ^b   Chib, Siddhartha ^c  

^a Salomon Brothers Asia Limited   (United States)

^b NUFFIELD COLLEGE   (United Kingdom)

^c WASHINGTON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001251517     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-937X.00050     Document Type: Review

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