Estimation of affine asset pricing models using the empirical characteristic function

DOI10.1016/S0304-4076(00)00092-0zbMath0973.62096MaRDI QIDQ5939360

Kenneth J. Singleton

Publication date: 5 December 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

empirical characteristic functionefficient estimationaffine asset pricingaffine diffusionconditional characteristic function

Mathematics Subject Classification ID

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