Estimation of stochastic volatility models with diagnostics
| Year of publication: |
1997
|
|---|---|
| Authors: | Gallant, A.Ronald ; Hsieh, David ; Tauchen, George |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 81.1997, 1, p. 159-192
|