Sangjoon Kim

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Stochastic Volatility: Likelihood Inference and Comparison with Arch Models

Posted: 15 Oct 1996
Sangjoon Kim, Neil Shephard and Siddhartha Chib
affiliation not provided to SSRN, Harvard University and Washington University in St. Louis - John M. Olin Business School

Abstract:

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