keyword Simulated Method of Moment ‎/ (1 Article)

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An Application of Stochastic Approximation in Simulated Method of Moments

Writer : Salavati، Erfan ؛ Corresponding Author : Mohseni، Nazanin ؛

Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2021, Volume 1- Number 2 (‎15 page(s) - From 57 to 71 )
Keywords:CRASH Heavy Tail Factor Copula Simulated Method of Moment Newton-Raphson Method Robbins-Monroe Algorithm

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