GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
- 1 January 1997
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 76 (1-2) , 397-403
- https://doi.org/10.1016/0304-4076(95)01799-2
Abstract
No abstract availableKeywords
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