EmmPack 1.0: C Code for use with Ox for the Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments

Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection

Sluis, Pieter J. van der, (1999)

Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model

Jiang, George J., (2001)

Computationally attractive stability tests for the efficient method of moments

Sluis, Pieter J. van der, (1998)