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QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen
Ruiz, Esther - In: Journal of Econometrics 76 (1997) 1-2, pp. 405-405
Persistent link: https://www.econbiz.de/10005122541
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Unobserved component time series models with Arch disturbances
Harvey, Andrew; Ruiz, Esther; Sentana, Enrique - In: Journal of Econometrics 52 (1992) 1-2, pp. 129-157
Persistent link: https://www.econbiz.de/10005238992
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Quasi-maximum likelihood estimation of stochastic volatility models
Ruiz, Esther - In: Journal of Econometrics 63 (1994) 1, pp. 289-306
Persistent link: https://www.econbiz.de/10005192791