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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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Citations: View citations in EconPapers (29)

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Working Paper: Finite sample properties of a QML estimator of stochastic volatility models with long memory (1999) Downloads
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