Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
| Year of publication: |
1999
|
|---|---|
| Authors: | Andersen, Torben G. ; Chung, Hyung-Jin ; Sorensen, Bent E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 91.1999, 1, p. 61-87
|
| Publisher: |
Elsevier |