Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models
| Year of publication: |
1996-12
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| Authors: | Liu, Ming ; Zhang, Harold |
| Institutions: | Carnegie Mellon University, Tepper School of Business |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005073626