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Browsing Duke Faculty Articles by Author "0097686"

DukeSpace

Browsing Duke Faculty Articles by Author "0097686"

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  • Gallant, A. Ronald; Hsieh, David; Tauchen, George (Elsevier, 1995)
    Method of Moments (EMM) is used to fit the standard stochastic volatility model and various extensions to several daily financial time series. EMM matches to the score of a model determined by data analysis called the score ...