Simulated maximum likelihood in autoregressive models with stochastic volatility errors

Publisher： John Wiley & Sons Inc

E-ISSN： 1526-4025|31|2|148-159

ISSN： 1524-1904

Source： APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Vol.31, Iss.2, 2015-03, pp. : 148-159

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