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Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.; Hotta, Luiz K. - In: Brazilian review of econometrics : the review of the … 27 (2007) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
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Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Motta, Anderson C. O.; Hotta, Luiz K. - In: Brazilian review of econometrics : the review of the … 23 (2003) 2, pp. 183-226
Persistent link: https://www.econbiz.de/10002091175
Cover Image
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.; Hotta, Luiz K. - In: Brazilian review of econometrics : the review of the … 27 (2007) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10009068988
Cover Image
Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Motta, Anderson C. O.; Hotta, Luiz K. - In: Brazilian review of econometrics : the review of the … 23 (2003) 2, pp. 183-226
Persistent link: https://www.econbiz.de/10009084430