GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (Q1362050): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
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+Q3374317
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Multivariate Stochastic Variance Models
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Quasi-maximum likelihood estimation of stochastic volatility models
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+Publication:1362050