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Constrained EMM and indirect inference estimation
Calzolari, Giorgio, (2000)
Constrained indirect inference estimation
Calzolari, Giorgio, (2001)
Estimating weak GARCH representations
Francq, Christian, (2000)
Control variates for variance reduction in indirect inference : interest rate models in continuous time
Calzolari, Giorgio, (1998)
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele, (1995)