Simulated Moments Estimation of Markov Models of Asset Prices
| Year of publication: |
1993
|
|---|---|
| Authors: | Duffie, Darrell ; Singleton, Kenneth J. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 61.1993, 4, p. 929-952
|