Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655)
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scientific article; zbMATH DE number 1335245
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| default for all languages | No label defined |
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| English | Volatility and GMM -- Monte Carlo studies and empirical estimations |
scientific article; zbMATH DE number 1335245 |
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Volatility and GMM -- Monte Carlo studies and empirical estimations (English)
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12 September 1999
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generalized method of moments
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time series
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0.8496851921081543
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0.8023640513420105
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0.7791371941566467
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0.774899423122406
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0.7628818154335022
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