EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
| Authors: | Andersen, Torben G. ; Chung, Hyung-Jin ; Sorensen, Bent E. |
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| Institutions: | Society for Computational Economics - SCE |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance, 1997 Number 6 |
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Persistent link: https://www.econbiz.de/10005706436