Software for EMM (Efficient Method of Moments) Code and User's Guide for EMM are freely available. Posted versions contain worked examples for estimation of continuous time stochastic differential equations for the short-term interest rate and stock prices. http://www.econ.duke.edu/~get/emm.html Duke.edu~Site InfoWhoisTrace RouteRBL Check
CQF Mathematical Finance Forum A bulletin board dedicated to financial mathematics, mathematical finance, quantitative finance, and related fields including probability, statistics, econometrics, and optimisation. http://www.cqf.info/ Cqf.info~Site InfoWhoisTrace RouteRBL Check