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The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.; Sørensen, Bent E. - In: Journal of econometrics 97 (2000) 1, pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
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Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben; Chung, Hyung-Jin; Sørensen, Bent E. - In: Journal of econometrics 91 (1999) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
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Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
Andersen, Torben G.; Chung, Hyung-Jin; Sørensen, Bent E. - In: Journal of econometrics 91 (1999) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10006785953
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GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
Andersen, Torben G.; Sørensen, Bent E. - In: Journal of econometrics 76 (1997) 1-2, pp. 397-404
Persistent link: https://www.econbiz.de/10006793682