GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
Publikation: Working paper › Forskning
Originalsprog | Engelsk |
---|---|
Udgiver | Department of Economics, University of Copenhagen |
Antal sider | 55 |
Status | Udgivet - 1995 |
ID: 161692
Publikation: Working paper › Forskning
Originalsprog | Engelsk |
---|---|
Udgiver | Department of Economics, University of Copenhagen |
Antal sider | 55 |
Status | Udgivet - 1995 |
ID: 161692