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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Journal of econometrics
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Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003774664
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2
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
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contributor
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2007
Persistent link: https://www.econbiz.de/10003734476
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3
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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4
Efficient method of moments estimation of the Longstaff and Schwartz interest rate model
Berg Jensen, M.
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2000
Persistent link: https://www.econbiz.de/10001456677
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5
The GMM estimator versus the semiparametric efficient score estimator und conditional moment restructions
Korsholm, Lars
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1999
Persistent link: https://www.econbiz.de/10001455777
Saved in:
6
Simulated moment methods for empirical equivalent martingale measures
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
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1999
Persistent link: https://www.econbiz.de/10001393943
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