GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
Publikation: Working paper › Forskning
Standard
GMM Estimation of a Stochastic Volatility Model : A Monte Carlo Study. / Andersen, G. Torben; Sørensen, Bent Ejlif.
Department of Economics, University of Copenhagen, 1995.Publikation: Working paper › Forskning
Harvard
Andersen, GT & Sørensen, BE 1995 'GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study' Department of Economics, University of Copenhagen.
APA
Andersen, G. T., & Sørensen, B. E. (1995). GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study. Department of Economics, University of Copenhagen.
Vancouver
Andersen GT, Sørensen BE. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study. Department of Economics, University of Copenhagen. 1995.
Author
Bibtex
@techreport{0e4ef0d074c711dbbee902004c4f4f50,
title = "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study",
author = "Andersen, {G. Torben} and S{\o}rensen, {Bent Ejlif}",
year = "1995",
language = "English",
publisher = "Department of Economics, University of Copenhagen",
address = "Denmark",
type = "WorkingPaper",
institution = "Department of Economics, University of Copenhagen",
}
RIS
TY - UNPB
T1 - GMM Estimation of a Stochastic Volatility Model
T2 - A Monte Carlo Study
AU - Andersen, G. Torben
AU - Sørensen, Bent Ejlif
PY - 1995
Y1 - 1995
M3 - Working paper
BT - GMM Estimation of a Stochastic Volatility Model
PB - Department of Economics, University of Copenhagen
ER -
ID: 161692