Using MLE and GMM for CEV models

  • Thread starter Thread starter RuthE
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11/26/14
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I have a math project where I need to find the parameters of the CEV model using the two different methods; maximum likelihood and generalized method of moments

However, I have never used any computer programs before and my tutor is not helping me , so could anyone tell me what I need to write into Mat-Lab to be able to find the answers - I can't complete the project without doing so

Also, if it helps, I have the monthly prices of 21 different commodities and I need to find the parameters for all 21 using both methods

Thanks in advance
 
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