GMC/GEL estimation of stochastic volatility models (Q4607338)
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scientific article; zbMATH DE number 6849551
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8569368720054626
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0.8442879915237427
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0.8223333358764648
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0.8197624683380127
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