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EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

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Author Info
Torben G. Andersen (Northwestern University)
Hyung-Jin Chung
Bent E. Sorensen (Brown University)

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File URL: http://bucky.stanford.edu/cef97/abstracts/andersen.html
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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 1997 with number 6.

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Handle: RePEc:sce:scecf7:6

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Postal: CEF97, Stanford University, Department of Economics, Stanford CA USA
Web page: http://bucky.stanford.edu/cef97/
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