Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Rosemeire O. Ferraz; Luiz K. Hotta
| Year of publication: |
2007
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| Authors: | Ferraz, Rosemeire O. ; Hotta, Luiz K. |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 27.2007, 2, p. 225-233
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009068988