Estimation of Stochastic Volatility Models Using H-likelihood

W. Lee, J. Lim, Y. Lee, Castillo J. del

Research output: Chapter in BookChapterResearch

Original languageEnglish
Title of host publication4th World Conference of the IASC on Computational Statistics & Data Analysis (IASC'2008)
Place of PublicationTokyo (JP)
Pages-
Edition1
Publication statusPublished - 1 Jan 2008

Cite this

Lee, W., Lim, J., Lee, Y., & del, C. J. (2008). Estimation of Stochastic Volatility Models Using H-likelihood. In 4th World Conference of the IASC on Computational Statistics & Data Analysis (IASC'2008) (1 ed., pp. -).