Estimation of stochastic volatility models with diagnostics (Q1372927)
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scientific article; zbMATH DE number 1083052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of stochastic volatility models with diagnostics |
scientific article; zbMATH DE number 1083052 |
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Estimation of stochastic volatility models with diagnostics (English)
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25 January 1999
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efficient method of moments
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EMM
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stochastic volatility
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