Finite sample properties of a QML estimator of stochastic volatility models with long memory
Ana Perez and
Esther Ruiz ()
Economics Letters, 2001, vol. 70, issue 2, 157-164
Date: 2001
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Working Paper: Finite sample properties of a QML estimator of stochastic volatility models with long memory (1999) 
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:70:y:2001:i:2:p:157-164
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