Estimation and testing of stochastic variance models
By: by Andrew C. Harvey and Neil Shephard.
Contributors: Shephard, Neil.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper -- EM/93/268
Publisher: Suntory-Toyota International Centre for Economics and Related Disciplines, London School of Economics
Published: 1993
Place of publication: London
Language: eng
Number of pages: 20