Аннотация:Journal Article Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models Get access Sangjoon Kim, Sangjoon Kim Salomon Brothers Asia Limited Search for other works by this author on: Oxford Academic Google Scholar Neil Shephard, Neil Shephard Nuffield College, Oxford Search for other works by this author on: Oxford Academic Google Scholar Siddhartha Chib Siddhartha Chib Washington University, St. Louis Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 65, Issue 3, July 1998, Pages 361–393, https://doi.org/10.1111/1467-937X.00050 Published: 01 July 1998 Article history Received: 01 December 1994 Accepted: 01 August 1997 Published: 01 July 1998
