QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models

Computational Statistics 2026

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Authors: Paolo Chirico

DOI: 10.1007/s00180-025-01683-6

Cited by: 1

References: 28

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stochastic processes and financial applications Credit Risk and Financial Regulations

References 28