Publication:
QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen

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URI: http://hdl.handle.net/10016/4705
ISSN: 0304-4076
DOI: 10.1016/0304-4076(95)01800-X
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qml_ruiz_JE_1997_ps.pdf (30.38 KB)
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1997
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Elsevier
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Stochastic volatility models
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Journal of Econometrics, 1997, vol. 76, p. 405
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