Modeling stochastic volatility with application to stock returns

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035	⊔	⊔	‡a(OCoLC)52501849
040	⊔	⊔	‡aDJB ‡cDJB ‡dOCLCQ ‡dCUS
090	⊔	⊔	‡aHG3810 ‡b.I44 v.2003, no.125
100	1	⊔	‡aKrichene, Noureddine
245	1	0	‡aModeling stochastic volatility with application to stock returns / ‡cNoureddine Krichene
260	⊔	⊔	‡a[Washington, D.C.] : ‡bInternational Monetary Fund, ‡cc2003
300	⊔	⊔	‡a28 p. : ‡bill. ; ‡c28 cm
490	⊔	0	‡aIMF working paper ; ‡vWP/03/125
538	⊔	⊔	‡aMode of access: Internet.
650	⊔	0	‡aEstimation theory
650	⊔	0	‡aTime-series analysis ‡xEconometric models
650	⊔	0	‡aRate of return ‡xEconometric models
650	⊔	0	‡aStocks ‡xPrices ‡xEconometric models
710	2	⊔	‡aInternational Monetary Fund. ‡bAfrican Dept
793	0	⊔	‡aOpen access resource; selected by the UCSD Libraries. ‡pWorking papers (International Monetary Fund)
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