European University Institute Library

GMM estimation of a stochastic volatility model, a Monte Carlo study

Type

Label

GMM estimation of a stochastic volatility model, a Monte Carlo study

Language

eng

Index

no index present

Literary Form

non fiction

Main title

GMM estimation of a stochastic volatility model

Oclc number

535499239

Series statement

Discussion papers University of Copenhagen, Institute of Economics, 95-19

Sub title

a Monte Carlo study

Contributor

Creator

Andersen, Torben G., Torben Gustav

Content

text

Is Part Of

Discussion papers (University of Copenhagen, Institute of Economics), 95-19

Mapped to

535499239

Incoming Resources

Has instance
1
- GMM estimation of a stochastic volatility model, a Monte Carlo study

Outgoing Resources

Contributor
2
- Sørensen, Bent E
- Københavns universitet, Økonomiske institut
Creator
1
- Andersen, Torben G., Torben Gustav
Content
1
- text
Is Part Of
1
- Discussion papers (University of Copenhagen, Institute of Economics), 95-19
Mapped to
1
- 535499239