QML and GMM estimators of stochastic volatility models: Response to Andersen and Sørensen
| Year of publication: |
1997
|
|---|---|
| Authors: | Ruiz, Esther |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 76.1997, 1-2, p. 405-406
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