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Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
Torben G. Andersen, Hyung-Jin Chung, Bent E. SørensenVolume:
91
Year:
1999
Language:
english
Pages:
27
DOI:
10.1016/s0304-4076(98)00049-9
File:
PDF, 213 KB
english, 1999