QML and GMM estimators of stochastic volatility models: Response to Andersen and Sørensen

DOI10.1016/0304-4076(95)01800-XzbMath0900.62633MaRDI QIDQ1362051

Esther Ruiz Ortega

Publication date: 10 November 1998

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

generalized method of momentsquasi-maximum likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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