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 ; Sørensen, Bent E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 91.1999, 1, p. 61-88
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