Simple estimators and inference for higher-order stochastic volatility models

Journal of Econometrics - Tập 224 - Trang 181-197 - 2021
Md. Nazmul Ahsan1,2, Jean-Marie Dufour2,3,4
1Department of Economics, Concordia University, 1455 De Maisonneuve Blvd. West, Montréal, Québec H3G 1M8, Canada
2Centre interuniversitaire de recherche en analyse des organisations (CIRANO), Canada
3Department of Economics, McGill University, 855 Sherbrooke Street West, Montréal, Québec H3A 2T7, Canada
4Centre interuniversitaire de recherche en économie quantitative (CIREQ), Canada

Tài liệu tham khảo

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