Publication:4372026

zbMath0884.90013MaRDI QIDQ4372026

Torben G. Andersen

Publication date: 21 January 1998

zbMATH Keywords

stochastic volatility; generalized method of moments; GARCH; return volatility; trading volume; mixture of distributions hypothesis

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

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