Journal Article | Journal of Econometrics | September/October 2003

Spectral GMM Estimation of Continuous-Time Processes

by Luis M. Viceira and George Chacko

Citation:

Viceira, Luis M., and George Chacko. "Spectral GMM Estimation of Continuous-Time Processes." Frontiers of Financial Econometrics and Financial Engineering. Journal of Econometrics 116, nos. 1-2 (September/October 2003): 259–292.