Finite sample properties of a QML estimator of stochastic volatility models with long memory

  1. Pérez, A.
  2. Ruiz, E.
Revue:
Economics Letters

ISSN: 0165-1765

Année de publication: 2001

Volumen: 70

Número: 2

Pages: 157-164

Type: Article

DOI: 10.1016/S0165-1765(00)00373-6 GOOGLE SCHOLAR

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