TY  - JOUR
TI  - Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
AU  - Sang‐Joon Kim
AU  - Neil Shepherd
AU  - Siddhartha Chib
JO  - The Review of Economic Studies
PY  - 1998
VL  - 65
IS  - 3
DO  - 10.1111/1467-937x.00050
UR  - https://doi.org/10.1111/1467-937x.00050
ER  -