Finite sample properties of a QML estimator of stochastic volatility models with long memory
| Year of publication: |
2001
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|---|---|
| Authors: | Pérez, Ana ; Ruiz, Esther |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 70.2001, 2, p. 157-164
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