Working paper
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Marine Carrasco, Mikhaël Chernov, Jean-Pierre Florens, and Eric Ghysels
IDEI Working Paper
n. 116, 2000, revised 2002
Reference
Marine Carrasco, Mikhaël Chernov, Jean-Pierre Florens, and Eric Ghysels, “Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions”, IDEI Working Paper, n. 116, 2000, revised 2002.