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~person:"Almeida, Caio"
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Almeida, Caio
Judge, George G.
8
Judge, George
6
Miller, Douglas J.
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Mittelhammer, Ronald C.
3
Cardell, N. Scott
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Falola, Abraham
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Henry, Miguel
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Nonparametric option pricing with generalized entropic estimators
Almeida, Caio
;
Freire, Gustavo
;
Azevedo, Rafael
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1173-1187
Persistent link: https://www.econbiz.de/10014448595
Saved in:
2
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of Econometrics
170
(
2012
)
2
,
pp. 519-537
-square problem as a particular case. We derive the asymptotic distributions of the estimators for the Cressie–
Read
family of …
Persistent link: https://www.econbiz.de/10010594965
Saved in:
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