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

@article{paolo2026,
  title        = {{QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models}},
  author       = {Paolo Chirico},
  journal      = {Computational Statistics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s00180-025-01683-6},
}

TY  - JOUR
TI  - QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models
AU  - Chirico, Paolo
JO  - Computational Statistics
PY  - 2026
ER  -

Paolo Chirico (2026). QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models. *Computational Statistics*. https://doi.org/https://doi.org/10.1007/s00180-025-01683-6

Paolo Chirico. "QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models." *Computational Statistics* (2026). https://doi.org/https://doi.org/10.1007/s00180-025-01683-6.

QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models
Paolo Chirico · Computational Statistics · 2026
https://doi.org/https://doi.org/10.1007/s00180-025-01683-6