Structural stochastic volatility in asset pricing dynamics: estimation and model contest

DOI10.1016/j.jedc.2011.10.004zbMath1345.91009OpenAlexW2135394257MaRDI QIDQ310961

Reiner Franke, Frank H. Westerhoff

Publication date: 28 September 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.10.004

zbMATH Keywords

method of simulated momentsdiscrete choice approachherdingmoment coverage ratiotransition probability approach

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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