GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
| Year of publication: |
1997
|
|---|---|
| Authors: | Andersen, Torben G. ; Sorensen, Bent E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 76.1997, 1-2, p. 397-403
|
| Publisher: |
Elsevier |