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Maximization by parts in extremum estimation
Fan, Yanqin
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Pastorello, Sergio
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Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
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pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
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Estimating and testing non-affine option pricing models with a large unbalanced panel of options
Ferriani, Fabrizio
;
Pastorello, Sergio
- In:
The econometrics journal
15
(
2012
)
2
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pp. 171-203
Persistent link: https://www.econbiz.de/10009614929
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