Estimation and Inference with the Efficient Method of Moments: With Applications to Stochastic Volatility Models and Option Pricing

P.J. van der Sluis

Research output: ThesisDoctoral Thesis

Original languageEnglish
QualificationDoctor of Philosophy
  • Boswijk, H.P., Promotor, External person
  • Kiviet, J.F., Co-promotor, External person
Award date7 Oct 1999
Place of PublicationAmsterdam
Publication statusPublished - 1999

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