Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655): Difference between revisions

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+MaRDI publication profile
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+A Theory of the Term Structure of Interest Rates
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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