Stochastic volatility: likelihood inference and comparison with ARCH models

Neil Shephard () and Siddhartha Chib

Economics Papers from Economics Group, Nuffield College, University of Oxford

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Related works:
Journal Article: Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)
Working Paper: STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS (1996)
Working Paper: Stochastic volatility: likelihood inference and comparison with ARCH models (1994)
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