Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478): Difference between revisions

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Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
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    Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (English)
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    5 October 1999
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    GMM
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    stochastic volatility
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    EMM
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