(1) TITLE: Estimation methods for stochastic volatility models: a survey,
FORM: J of Economic Surveys. December 2004 - Vol. 18 Issue 5 Page 613-742
(2) TITLE: Stochastic Volatility, (1996).
AUTHORS: Ghysels, E., Harvey, A.C., and Renault, E.
FROM: Maddala, G.S. and Rao. C.R., eds, "Handbook of Statistics" vol 14, North Holland, Amsterdam, pp. 119-191
(3)TITLE: Bayesian analysis of stochastic volatility models.
AUTHORS: Jacquier, E., Polson, N.G., and Rossi, P.E. (1994).
FROM: Journal of the American Statistical Association 12,371-417.
(4) Bayesian analysis of the stochastic volatility models with fat-tails and correlated errors.
AUTHORS: Jacquier, E., Polson, N.G., and Rossi, P.E. (2003).
FROM: Journal of Econometrics 122,185-212.
电子连接找不到,十分抱歉!!!