Estimation of a structural stochastic volatility model of asset pricing (Q540665)

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Estimation of a structural stochastic volatility model of asset pricing
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    Estimation of a structural stochastic volatility model of asset pricing (English)
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    3 June 2011
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    stochastic volatility
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    method of simulated moments
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    daily returns
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    autocorrelation patterns
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    fundamentalist and technical trading
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