Optimal Design Approach to GMM Estimation of Parameters Based on Empirical Transforms

Author:

Braun Maria P.,Meintanis Simos G.,Melas Viatcheslav B.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

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2. Normal inverse Gaussian distributions and stochastic volatility modelling;Barndorff-Nielsen;Scand. J. Statist,1997

3. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;J. Roy. Statist. Soc. B,2001

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