Template-Type: ReDIF-Paper 1.0
Number: W26, revised version of W3
Handle: RePEc:nuf:econwp:9626
Title: Stochastic volatility: likelihood inference and comparison with ARCH
  	models.
Author-Name: Sangjoon Kim, Neil Shephard
Author-Name: Siddhartha Chib
File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w26/chib8.ps
File-Format: application/postscript
File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w26/chib8.zip
File-Format: application/zipped
File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w26/chib8.pdf
File-Format: application/pdf