GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
1996 ◽
Vol 14
(3)
◽
pp. 328
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Keyword(s):
2016 ◽
Vol 37
(7)
◽
pp. 719-743
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Keyword(s):
1996 ◽
Vol 14
(3)
◽
pp. 328-352
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Keyword(s):
1999 ◽
Vol 91
(1)
◽
pp. 61-87
◽
1998 ◽
2009 ◽
Vol 18
(08)
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pp. 1381-1396
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