Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621): Difference between revisions

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-.1111/j.1467-9469.2006.00495.x
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-Christian Francq
@@ Property / author: Christian Francq / rank @@
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+W1996140087
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@@ Property / cites work @@
+GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
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+Quasi-maximum likelihood estimation of stochastic volatility models
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+Q5445942
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@@ Property / DOI @@
+.1111/J.1467-9469.2006.00495.X
@@ Property / DOI: 10.1111/J.1467-9469.2006.00495.X / rank @@
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