GMM estimation of a stochastic volatility model : a Monte Carlo study
Torben G. Andersen ; Bent E. Sørensen
| Year of publication: |
1996
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|---|---|
| Authors: | Andersen, Torben |
| Other Persons: | Sørensen, Bent E. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 14.1996, 3, p. 328-352
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| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Volatilität | Volatility | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001334392