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Latest revision as of 15:42, 12 July 2024

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Structural stochastic volatility in asset pricing dynamics: estimation and model contest
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    Structural stochastic volatility in asset pricing dynamics: estimation and model contest (English)
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    28 September 2016
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    method of simulated moments
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    moment coverage ratio
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    herding
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    discrete choice approach
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    transition probability approach
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