Consistencey of conditional likelihood estimators for stochastic volatility models

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Publication date
1 January 2000
Publisher
HAL CCSD

Abstract

21 ref. *INRA Laboratoire de Biométrie 78350 Jouy-en-Josas (FRA) Diffusion du document : INRA Laboratoire de Biométrie 78350 Jouy-en-Josas (FRA)International audienc

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