EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (Q3368210)
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scientific article; zbMATH DE number 5002292
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| English | EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments |
scientific article; zbMATH DE number 5002292 |
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EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (English)
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27 January 2006
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computing
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efficient method of moments
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EGARCH
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financial time series
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semi-nonparametric
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0.7932786345481873
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0.757307231426239
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0.7546724081039429
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