Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380)

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Estimating the Wishart affine stochastic correlation model using the empirical characteristic function
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    Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (English)
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    19 January 2016
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    Wishart process
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    empirical characteristic function
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    stochastic correlation
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    generalized method of moments
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