Quasi indirect inference for diffusion processes

Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel

doi:10.1017/S0266466698142019

Scientific article

English

Quasi indirect inference for diffusion processes

ContributorsBroze, Laurence; Scaillet, Olivier

; Zakoïan, Jean-Michel

Published inEconometric theory, vol. 14, no. 2, p. 161-186

Publication date1998

Affiliation

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

BROZE, Laurence, SCAILLET, Olivier, ZAKOÏAN, Jean-Michel. Quasi indirect inference for diffusion processes. In: Econometric theory, 1998, vol. 14, n° 2, p. 161–186. doi: 10.1017/S0266466698142019

Article (Published version)

Identifiers

PID : unige:41792
DOI : 10.1017/S0266466698142019

ISSN of the journal0266-4666

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Quasi indirect inference for diffusion processes

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