Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "asymptotic and finite sample properties"

Econometrics Paper
Quasi-Maximum Likelihood Estimation of Stochastic Variance Models Esther Ruiz
 1992
Paper No' EM/1992/244:
Read Abstract |

Tags: stochastic variance models; volatility; asymptotic and finite sample properties; qml estimator; generalized method of moments; autoregression.