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~isPartOf:"Special section on small-sample properties of generalized method of moments (GMM)"
~language:"eng"
~person:"Andersen, Torben"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Volatility"
~type_genre:"Article in journal"
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Sørensen, Bent E.
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Special section on small-sample properties of generalized method of moments (GMM)
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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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