Quasi-maximum likelihood estimation of stochastic volatility models (Q1341214): Difference between revisions

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-Esther Ruiz Ortega
@@ Property / author: Esther Ruiz Ortega / rank @@
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+Esther Ruiz Ortega
@@ Property / author: Esther Ruiz Ortega / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2164168189
@@ Property / OpenAlex ID: W2164168189 / rank @@
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@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
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@@ Property / cites work @@
+A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
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@@ Property / cites work @@
+Q3374319
@@ Property / cites work: Q3374319 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1341214