Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Year of publication: |
2012
|
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Authors: | Carrasco, Marine ; Chernov, Mikhail ; Ghysels, Eric ; Florens, Jean-Pierre |
Publisher: |
[S.l.] : SSRN |
Extent: | 1 Online-Ressource (73 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 16, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.338961 [DOI] |
Classification: | C51 - Model Construction and Estimation ; C32 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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