@article {108881,
	title = {Stochastic volatility: likelihood inference and comparison with ARCH models},
	journal = {Review of Economic Studies},
	volume = {63},
	year = {1998},
	note = {Reprinted in "Recent Developments in Time Series", (editors Stephen Leybourne and Paul Newbold), in "The International Library of Critical Writings in Econometrics, Volume 2" Edward Elgar Publishers, 2003, 196-228. Reprinted in "Stochastic Volatility: Selected Readings," (editor N. Shephard), 2005, 283-322, Oxford University Press.},
	pages = {361-393},
	author = {Sangjoon, Kim and Neil Shephard and Chib, Siddhartha}
}
