Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478)
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scientific article; zbMATH DE number 1326300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study |
scientific article; zbMATH DE number 1326300 |
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Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (English)
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5 October 1999
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GMM
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stochastic volatility
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EMM
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