Nonparametric estimation of structural models for high-frequency currency market data (Q1347106)

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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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