GMC/GEL estimation of stochastic volatility models (Q4607338)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: GMC/GEL estimation of stochastic volatility models |
scientific article; zbMATH DE number 6849551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GMC/GEL estimation of stochastic volatility models |
scientific article; zbMATH DE number 6849551 |
Statements
GMC/GEL estimation of stochastic volatility models (English)
0 references
13 March 2018
0 references
Cressie-Read discrepancy
0 references
moment conditions
0 references
robustness
0 references
stochastic volatility
0 references
0 references
0 references
0 references
