Likelihood-based specification analysis of continuous-time models of the short-term interest rate

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John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

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Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Sang‐Joon Kim, Siddhartha Chib · The Review of Economic Studies · 1998 · 2.3K citations · Full text

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