Estimation of affine asset pricing models using the empirical characteristic function

Journal of Econometrics

Volumn 102, Issue 1, 2001, Pages 111-141

  Singleton, Kenneth J ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Affine asset pricing; Efficient estimation; Empirical characteristic function

Indexed keywords

EID: 0000807050     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00092-0     Document Type: Article

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