GMC/GEL estimation of stochastic volatility models (Q4607338)
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scientific article; zbMATH DE number 6849551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GMC/GEL estimation of stochastic volatility models |
scientific article; zbMATH DE number 6849551 |
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GMC/GEL estimation of stochastic volatility models (English)
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13 March 2018
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Cressie-Read discrepancy
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moment conditions
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robustness
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stochastic volatility
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