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Estimating Stochastic Volatility Models using
Prediction-based
Estimating
Functions
Lunde, Asger
;
Brix, Anne Floor
-
School of Economics and Management, University of Aarhus
-
2013
In this paper
prediction-based
estimating
functions
(PBEFs), introduced in Sørensen (2000), are reviewed and PBEFs for …
Persistent link: https://www.econbiz.de/10010851259
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