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1 Ergebnisse
1
Simple estimators and inference for higher-order stochastic..:
Ahsan, Md. Nazmul
;
Dufour, Jean-Marie
Journal of Econometrics. 224 (2021) 1 - p. 181-197 , 2021
Link:
https://doi.org/10.1016/j.jeconom.2021.03.008
RT Journal T1
Simple estimators and inference for higher-order stochastic volatility models
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jeconom.2021.03.008&Exemplar=1&LAN=DE A1 Ahsan, Md. Nazmul A1 Dufour, Jean-Marie PB Elsevier BV YR 2021 SN 0304-4076 JF Journal of Econometrics VO 224 IS 1 SP 181 OP 197 LK http://dx.doi.org/https://doi.org/10.1016/j.jeconom.2021.03.008 DO https://doi.org/10.1016/j.jeconom.2021.03.008 SF ELIB - SuUB Bremen
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