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THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R.; Akaike, H.; Bozdogan, H.; Bozdogan, H.; … - In: Econometric theory 23 (2007) 5, pp. 1022
Persistent link: https://www.econbiz.de/10007762697
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Efficient Derivative Pricing by the Extended Method of Moments
Gagliardini, P.; Gourieroux, C.; Renault, E. - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 4, pp. 1181-1233
Persistent link: https://www.econbiz.de/10009177887
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Econometrics of efficient fitted portfolios
Gouriéroux, C.; Jouneau, F. - In: Journal of empirical finance 6 (1999) 1, pp. 87
Persistent link: https://www.econbiz.de/10007245854