Replicate the model described in the paper of Chernov, Gallant, Ghysels and Tauchen: "A New Class of Stochastic Volatility Models with Jumps", which may be found here:
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I need to be replicated the results from Tables 1,2 and 3, using simulated data.
The estimation methodology does not have to be necessarily EMM as in the paper, feel free to choose another estimation method that produces reliable results.
Anyway, code and examples on the use of EMM methodology can be found on prof. Tauchen's website.
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Matlab, C++, Ox