GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
| Year of publication: |
1997
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|---|---|
| Authors: | Andersen, Torben G. ; Sørensen, Bent E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 76.1997, 1-2, p. 397-404
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