Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474939208800229
Reference54 articles.
1. The Message in Daily Exchange Rates: A Conditional-Variance Tale
2. Stock Returns and Volatility
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