Applications of the characteristic function-based continuum GMM in finance
Publication:1927140
DOI10.1016/j.csda.2010.08.011zbMath1254.91754OpenAlexW3121999338MaRDI QIDQ1927140
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.08.011
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Characteristic functions; other transforms (60E10) Statistical methods; economic indices and measures (91B82)
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