Moment–based estimation of stochastic volatility models
E Renault - Handbook of Financial Time Series, 2009 - Springer
This chapter reviews the possible uses of the Generalized Method of Moments (GMM) to estimate Stochastic Volatility (SV) models. A primary attraction of the method of moments …
Cited by
Link to paper
This chapter reviews the possible uses of the Generalized Method of Moments (GMM) to estimate Stochastic Volatility (SV) models. A primary attraction of the method of moments …