Author： Deb P.
Publisher： Elsevier
ISSN： 0165-1765
Source： Economics Letters, Vol.55, Iss.1, 1997-08, pp. : 27-34
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Economics Letters, Vol. 70, Iss. 2, 2001-02 ,pp. :
Access to resources
Recommend
Alternative Asymmetric Stochastic Volatility Models
By Asai Manabu
Econometric Reviews, Vol. 30, Iss. 5, 2011-09 ,pp. :
Bootstrapping prediction intervals on stochastic volatility models
Applied Economics Letters, Vol. 13, Iss. 1, 2006-01 ,pp. :
Effective Media Analysis for Stochastic Volatility Models
WILMOTT MAGAZINE, Vol. 2018, Iss. 93, 2018-01 ,pp. :
A stationary unbiased finite sample ARCH-LM test procedure
Applied Economics, Vol. 43, Iss. 8, 2011-03 ,pp. :