Spectral GMM estimation of continuous-time processes

George Chacko; Luis M. Viceira

Alternative title:	Spectral Generalized Method of Moments estimation of continuous-time processes
Year of publication:	2003
Authors:	Chacko, George ; Viceira, Luis M.
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 116.2003, 1/2, p. 259-292
Subject:	Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Momentenmethode \| Method of moments

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001772151

A service of the