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Spectral GMM Estimation of Continuous-Time Processes

By: Luis M. Viceira and George Chacko
  • Format:Print
  • | Pages:34
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Citation

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

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Luis M. Viceira

Finance
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