Document de travail
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Marine Carrasco, Mikhaël Chernov, Jean-Pierre Florens et Eric Ghysels
IDEI Working Paper
n° 116, 2000, révision 2002
Référence
Marine Carrasco, Mikhaël Chernov, Jean-Pierre Florens et Eric Ghysels, « Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions », IDEI Working Paper, n° 116, 2000, révision 2002.