A GMM approach for estimation of volatility and regression...

Pacific-Basin Finance Journal 2004 Vol. 12; Iss. 4

A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits

K.C.John Wei, Raymond Chiang
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Volume:
12
Year:
2004
Language:
english
DOI:
10.1016/j.pacfin.2004.01.001
File:
PDF, 175 KB
english, 2004
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