Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961): Difference between revisions
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Revision as of 03:43, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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