文書・図像類

Stochastic volatility with leverage : fast and efficient likelihood inference

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Stochastic volatility with leverage : fast and efficient likelihood inference

Material type
文書・図像類
Author
Omori, Yasuhiroほか
Publisher
日本経済国際共同センター
Publication date
2004-08
Material Format
Paper
Capacity, size, etc.
-
NDC
330
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application/pdfRevised in April 2006Journal of Econometrics. 掲載予定....

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  • Utokyo Repository

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Paper

Material Type
文書・図像類
Author/Editor
Omori, Yasuhiro
Siddhartha, Chib
Neil, Shephard
Nakajima, Jouchi
Publication, Distribution, etc.
Publication Date
2004-08
Publication Date (W3CDTF)
2004-08
Periodical title
Discussion paper series. CIRJE-F
No. or year of volume/issue
2004-CF-297
Volume
2004-CF-297