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Quasi-Maximum likelihood estimation of stochastic variance models

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorRuiz Ortega, Esther
dc.date.accessioned2009-07-24T08:04:55Z
dc.date.available2009-07-24T08:04:55Z
dc.date.issued1992
dc.descriptionESRC Econometric Study Group Conference Bristol, 1992
dc.description.statusPublicado
dc.format.mimetypetext/html
dc.identifier.bibliographicCitationLondon School of Economics and Political Science, 1992, p. 39
dc.identifier.urihttps://hdl.handle.net/10016/4872
dc.language.isoeng
dc.publisherLondon School of Economics and Political Science
dc.relation.hasversionASSET Meeting Toulouse, 1992
dc.relation.hasversionXVII Simposio de Análisis Económico Barcelona, 1992
dc.relation.ispartofseriesEconometrics
dc.rights.accessRightsrestricted access
dc.subject.ecienciaEstadística
dc.subject.otherVariance models
dc.titleQuasi-Maximum likelihood estimation of stochastic variance models
dc.typeconference paper*
dc.type.reviewPeerReviewed
dspace.entity.typePublication
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