GMM Estimation of a Stochastic Volatility Model: A Monte...

Journal of Business and Economic Statistics 1996 / 07 Vol. 14; Iss. 3

GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

Torben G. Andersen and Bent E. Sørensen
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Volume:
14
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392446
Date:
July, 1996
File:
PDF, 1.84 MB
english, 1996
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