Finite sample properties of a QML estimator of stochastic volatility models with long memory
Year of publication: |
2001
|
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Authors: | Pérez, Ana ; Ruiz, Esther |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 70.2001, 2, p. 157-164
|
Subject: | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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