Estimation of stochastic volatility models with diagnostics

A. Gallant, David Hsieh and George Tauchen ()

Journal of Econometrics, 1997, vol. 81, issue 1, 159-192

Date: 1997
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Working Paper: Estimation of Stochastic Volatility Models with Diagnostics (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:81:y:1997:i:1:p:159-192

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