We ask how far the choice of which moments to match can push estimates in misspecified structural models. The answer is: very far. Under regularity conditions, an adversarial researcher informed about ...
The package contains functions to compute option-implied moments and characteristics from implied volatility surface data. The computations are based on the out-the-money (OTM) implied volatilities, ...
A metadata commons to store research software metadata - arash77/research-software-ecosystem-content ...
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