EmmPack

swMATH9500MaRDI QIDQ21481FDOQ21481

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Cited In (2)

• EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
• Nonparametric specification tests for stochastic volatility models based on volatility density

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