EmmPack 1.01 : C/C++ code for use with ox for estimation of univariate stochastic volatility models with the efficient method of moments
Pieter J. van der Sluis
| Year of publication: |
1997 ; [Elektronische Ressource]
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| Other Persons: | Sluis, Pieter J. van der (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 3, p. 77-94
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| Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Software | Finanzmarkt | Financial market | Theorie | Theory | Momentenmethode | Method of moments |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001769667