Estimating stochastic volatility models through indirect inference
Year of publication: |
1998
|
---|---|
Authors: | Monfardini, Chiara |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 1, p. 113-128
|
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Ökonometrisches Modell | Econometric model |
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