Nonparametric estimation of structural models for high-frequency currency market data
| Year of publication: |
1995
|
|---|---|
| Authors: | Bansal, Ravi ; Gallant, A. Ronald ; Hussey, Robert ; Tauchen, George |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 66.1995, 1-2, p. 251-287
|
| Publisher: |
Elsevier |