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Estimation methods for stochastic volatility models: a survey, and . Journal of Economic Surveys, 18 (5): 613--649 (336 12 2004)doi: 10.1111/j.1467-6419.2004.00232.x.Bootstrap prediction intervals for power-transformed time series, , and . International Journal of Forecasting, 21 (2): 219--235 (00 2005)Unobserved component time series models with Arch disturbances, , and . Journal of Econometrics, 52 (1-2): 129--157 (00 1992)Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH, and . Computational Statistics & Data Analysis, 52 (6): 2846--2862 (Feb 20, 2008)Unobserved component models with asymmetric conditional variances, and . Computational Statistics & Data Analysis, 50 (9): 2146--2166 (May 1, 2006)Bootstrapping Financial Time Series, and . Journal of Economic Surveys, 16 (3): 271--300 (182 07 2002)doi: 10.1111/1467-6419.00170.The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)Bootstrap prediction for returns and volatilities in GARCH models, , and . Computational Statistics & Data Analysis, 50 (9): 2293--2312 (May 1, 2006)Quasi-maximum likelihood estimation of stochastic volatility models. Journal of Econometrics, 63 (1): 289--306 (July 1994)QML and GMM estimators of stochastic volatility models: Response to Andersen and Sorensen. Journal of Econometrics, 76 (1-2): 405--403 (00 1997)