Indirect inference

Author:

Gourieroux C.,Monfort A.,Renault E.

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference37 articles.

1. (1993), ‘Nonparametric pricing of interest rate derivative securities’, MIT.

2. and (1979), Optimal Filtering, Prentice-Hall, Englewood Cliffs NJ.

3. The dynamics of exchange rate volatility: A multivariate latent factor ARCH model

4. and (1993), ‘Simulated moments estimation of Markov models of asset prices’.

5. and (1989), ‘Asset pricing with a factor ARCH covariance structure: empirical estimates for treasury bills’ UCSD DP, 89–31.

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