EmmPack

swMATH9500MaRDI QIDQ21481FDOQ21481

Author name not available (Why is that?)

Official website: http://ideas.repec.org/a/bpj/sndecm/v2y1997i3nal1.html

Cited In (2)

• EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
• Nonparametric specification tests for stochastic volatility models based on volatility density

This page was built for software: EmmPack