Nonparametric estimation of structural models for high-frequency currency market data (Q1347106)
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English | Nonparametric estimation of structural models for high-frequency currency market data |
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Nonparametric estimation of structural models for high-frequency currency market data (English)
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6 June 1995
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calibration
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simulation estimator
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exchange rates
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equilibrium monetary model
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nonlinearities
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time-nonseparable preferences
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transaction cost technology
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parameterized expectations procedure
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estimation of structural economic models
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