van Vlodrop, Andries C.
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Finite Sample Optimality of Score-Driven Volatility Models:..:

Blasques, Francisco ; Lucas, André ; van Vlodrop, Andries C
Blasques , F , Lucas , A & van Vlodrop , A C 2021 , ' Finite Sample Optimality of Score-Driven Volatility Models : Some Monte Carlo Evidence ' , Econometrics and Statistics , vol. 19 , pp. 47-57 . https://doi.org/10.1016/j.ecosta.2020.03.010.  , 2021
 
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