Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655)

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Volatility and GMM -- Monte Carlo studies and empirical estimations
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    title
    Volatility and GMM -- Monte Carlo studies and empirical estimations (English)
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    DOI
    10.1007/BF02929877
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    author
    Hartmut Nagel
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    Rainer Schöbel
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    publication date
    12 September 1999
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    Mathematics Subject Classification ID
    62P05
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    65C05
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    62P20
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    91B84
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    zbMATH DE Number
    1335245
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    zbMATH Keywords
    generalized method of moments
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    time series
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