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

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

Ana Pérez; Esther Ruiz
  • 作者Ana Pérez; Esther Ruiz
  • 卷第70卷
  • 期第2期
  • 印刷ISSN0165-1765
  • 文件大小241.35KB
  • 发表时间2001
  • DOI10.1016/s0165-1765(00)00373-6
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