%0 Journal Article %1 journals/csda/LeeLLC11 %A Lee, Woojoo %A Lim, Johan %A Lee, Youngjo %A del Castillo, Joan %D 2011 %J Comput. Stat. Data Anal. %K dblp %N 1 %P 248-260 %T The hierarchical-likelihood approach to autoregressive stochastic volatility models. %U http://dblp.uni-trier.de/db/journals/csda/csda55.html#LeeLLC11 %V 55

@article{journals/csda/LeeLLC11, added-at = {2024-04-04T00:00:00.000+0200}, author = {Lee, Woojoo and Lim, Johan and Lee, Youngjo and del Castillo, Joan}, biburl = {https://www.bibsonomy.org/bibtex/231edec16e9a0058478aab1611874923a/dblp}, ee = {https://doi.org/10.1016/j.csda.2010.04.014}, interhash = {295bd972de3dab4494833591e7a17efe}, intrahash = {31edec16e9a0058478aab1611874923a}, journal = {Comput. Stat. Data Anal.}, keywords = {dblp}, number = 1, pages = {248-260}, timestamp = {2024-04-08T13:33:58.000+0200}, title = {The hierarchical-likelihood approach to autoregressive stochastic volatility models.}, url = {http://dblp.uni-trier.de/db/journals/csda/csda55.html#LeeLLC11}, volume = 55, year = 2011 }