GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
| Year of publication: |
1996
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|---|---|
| Authors: | Andersen, Torben G. ; Sørensen, Bent E. |
| 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 876122x. - Vol. 14.1996, 3, p. 328-352
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