Estimation of stochastic volatility models with diagnostics (Q1372927)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of stochastic volatility models with diagnostics |
scientific article |
Statements
Estimation of stochastic volatility models with diagnostics (English)
0 references
25 January 1999
0 references
efficient method of moments
0 references
EMM
0 references
stochastic volatility
0 references
