%0 Journal Article %1 Andersen1997b %A Andersen, Torben G. %A Sorensen, Bent E. %D 1997 %J Journal of Econometrics %K RRelative efficiency %N 1-2 %P 397--403 %T GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) %U http://www.sciencedirect.com/science/article/B6VC0-3T7HKRP-P/2/674c7badab0337482451124e7919683b %V 76

@article{Andersen1997b, added-at = {2008-04-21T22:02:42.000+0200}, author = {Andersen, Torben G. and Sorensen, Bent E.}, biburl = {https://www.bibsonomy.org/bibtex/215ff9334321337d9c89a19303b74d1cc/smicha}, description = {Journal of Econometrics}, interhash = {ddd4903981a2500b57a6c2275de22b7b}, intrahash = {15ff9334321337d9c89a19303b74d1cc}, journal = {Journal of Econometrics}, keywords = {RRelative efficiency}, month = {00}, number = {1-2}, pages = {397--403}, timestamp = {2008-04-21T22:05:47.000+0200}, title = {GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)}, url = {http://www.sciencedirect.com/science/article/B6VC0-3T7HKRP-P/2/674c7badab0337482451124e7919683b}, volume = 76, year = 1997 }