Empirical characteristic function estimation and its applications

Econometric Reviews

Volumn 23, Issue 2, 2004, Pages 93-123

  Yu, Jun ^a  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

Author keywords

Diffusion process; GMM; Jump clustering; Poisson jump; Self exciting

Indexed keywords

EID: 3242710520     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-120039605     Document Type: Review

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