Before revision:  Since estimating parameters in a stochastic volatility model is a challengingtask , we introduce a robust , knowledge-driven methodology based on the Generalized Methods of Moments .
After revision:  Since estimating parameters in a stochastic volatility model is a challengingtask , we introduce a robust , knowledge-driven methodology based on the Generalized Method of Moments supported by a heuristic selection of the orthogonal conditions .