1. This technique is very similar to Generalized Least Squares technique with the difference that it applies an estimated variance-covariance matrix since the true matrix is not known directly;FGLS denotes Feasible Generalized Least Squares
2. EMM approach has been applied to discrete time stochastic volatility models and continuous time stock return and interest rate models. EMM is a two step procedure. It presents the same asymptotic efficiency as the Maximum Likelihood method. However;EMM denotes Efficient Method of Moments. This technique is developed by Gallant and Tauchen,1991
3. This approach is an statistical method which tests the accuracy of a mathematical model for describing some particular data. Given a normal distribution with unknown mean and variance;MLE denotes Maximum Likelihood Estimator