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ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION
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- Journal:
- Econometric Theory / Volume 32 / Issue 5 / October 2016
- Published online by Cambridge University Press:
- 25 May 2015, pp. 1253-1288
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Which Moments to Match?
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- Journal:
- Econometric Theory / Volume 12 / Issue 4 / October 1996
- Published online by Cambridge University Press:
- 11 February 2009, pp. 657-681
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ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES
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- Journal:
- Macroeconomic Dynamics / Volume 1 / Issue 1 / January 1997
- Published online by Cambridge University Press:
- 02 March 2005, pp. 135-168
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9 - New minimum chi-square methods in empirical
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- Book:
- Advances in Economics and Econometrics: Theory and Applications
- Published online:
- 05 January 2013
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- 20 February 1997, pp 279-317
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