Finite sample properties of a QML estimator of stochastic volatility models with long memory
| Year of publication: |
2001
|
|---|---|
| Authors: | Perez, Ana ; Ruiz, Esther |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 70.2001, 2, p. 157-164
|
| Publisher: |
Elsevier |