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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Sørensen, Bent E."
~subject:"Economic statistics"
~subject:"Statistical theory"
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Statistische Methodenlehre
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Sørensen, Bent E.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Special section on small-sample properties of generalized method of moments (GMM)
1
The review of economics and statistics
1
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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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