Simulated minimum Hellinger distance estimation of stochastic volatility models
type: Item
instance of: scholarly article
title: Simulated minimum Hellinger distance estimation of stochastic volatility models
zbMATH Open document ID: 1453.62211
author: Teruko Takada
published in: Computational Statistics and Data Analysis
publication date: 2010-03-30T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5687934
MaRDI profile type: Publication
full work available at URL: j.csda.2008.06.017
OpenAlex ID: W2007095160
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DOI: 10.1016/J.CSDA.2008.06.017
description: scientific article; zbMATH DE number 5687934