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

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