Show simple item record Gallant, AR Hsieh, D Tauchen, G 2010-03-09T15:42:56Z 1997-11
dc.identifier.citation JOURNAL OF ECONOMETRICS, 1997, 81 (1), pp. 159 - 192
dc.identifier.issn 0304-4076
dc.format.extent 159 - 192
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF ECONOMETRICS
dc.relation.isversionof 10.1016/S0304-4076(97)00039-0
dc.subject stochastic volatility
dc.subject efficient method of moments (EMM)
dc.subject diagnostics
dc.title Estimation of stochastic volatility models with diagnostics
dc.type Journal Article
dc.department Economics
pubs.issue 1
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Faculty
pubs.organisational-group /Duke/Fuqua School of Business
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 81

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