Estimation of stochastic volatility models with diagnostics (Q1372927)

From MaRDI portal
Revision as of 15:02, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Estimation of stochastic volatility models with diagnostics
scientific article

    Statements

    title
    Estimation of stochastic volatility models with diagnostics (English)
    0 references
    author
    A. Ronald Gallant
    0 references
    David A. Hsieh
    0 references
    George Tauchen
    0 references
    publication date
    25 January 1999
    0 references
    zbMATH Keywords
    efficient method of moments
    0 references
    EMM
    0 references
    stochastic volatility
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P20
    0 references
    62J20
    0 references
    62M05
    0 references
    62P05
    0 references
    91B28
    0 references
    zbMATH DE Number
    1083052
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1372927&oldid=13513759"
    Powered by MediaWiki