Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative
Crossref DOI link: https://doi.org/10.1007/s10182-015-0248-6
Published Online: 2015-02-26
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Brix, Anne Floor
Lunde, Asger
Text and Data Mining valid from 2015-02-26