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~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andersen, Torben"
~subject:"Estimation theory"
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Special section on small-sample properties of generalized method of moments (GMM)
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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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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