Simulated Moments Estimation of Markov Models of Asset...

Simulated Moments Estimation of Markov Models of Asset Prices

Duffie, Darrell, Singleton, Kenneth J.
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Volume:
61
Language:
english
Journal:
Econometrica
DOI:
10.2307/2951768
Date:
July, 1993
File:
PDF, 618 KB
english, 1993
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