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Algorithm 963

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swMATH23698MaRDI QIDQ35469FDOQ35469


Author name not available (Why is that?)

Official website: https://dl.acm.org/citation.cfm?doid=2956571.2834115



Described by source

  • Algorithm 963: Estimation of stochastic covariance models using a continuum of moment conditions


Cited In (3)

  • International portfolio choice under multi-factor stochastic volatility
  • Dynamic derivative strategies with stochastic interest rates and model uncertainty
  • A stochastic volatility factor model of Heston type. Statistical properties and estimation


This page was built for software: Algorithm 963

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