Estimation of stochastic volatility models with diagnostics
| Year of publication: |
1997
|
|---|---|
| Authors: | Gallant, A. Ronald ; Hsieh, David ; Tauchen, George |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 81.1997, 1, p. 159-192
|
| Publisher: |
Elsevier |