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~isPartOf:"Special section on small-sample properties of generalized method of moments (GMM)"
~language:"eng"
~person:"Andersen, Torben"
~person:"Hamori, Shigeyuki"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Volatilität
Estimation theory
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Andersen, Torben
Hamori, Shigeyuki
Sørensen, Bent E.
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Special section on small-sample properties of generalized method of moments (GMM)
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
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International review of economics & finance : IREF
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Journal of Asian economics
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
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