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COLLEGE OF ECONOMICS AND FINANCE[S](경제금융대학)
ECONOMICS & FINANCE(경제금융학부)
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Results 1-3 of 3 (Search time: 0.001 seconds).
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2020-08
Identification strength with a large number of moments
한효진
2020-01
The leverage effect puzzle revisited: Identification in discrete time
한효진
2020-01
On the identification of models with conditional characteristic functions
한효진
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Identification
1
Affine pricing models
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Alternative asymptotic theory
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Conditional characteristic function
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Generalized Method of Moments
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Generalized method of moments
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Leverage effect
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Stochastic volatility
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Volatility risk premium
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weak identification
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-Date issued
3
2020
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