Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models

Ming Liu and Harold Zhang
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Ming Liu: The Chinese University of Hong Kong

No 93, Computing in Economics and Finance 1997 from Society for Computational Economics

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Related works:
Working Paper: Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models (1996)
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