An objective function for simulation based inference on exchange rate data

Journal of Economic Interaction and Coordination

Volumn 2, Issue 2, 2007, Pages 125-145

  Winker, Peter ^a   Gilli, Manfred ^b   Jeleskovic, Vahidin ^a  

^a JUSTUS LIEBIG UNIVERSITY   (Germany)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Exchange rate returns; Indirect estimation; Simulation based estimation

Indexed keywords

EID: 35748948353     PISSN: 1860711X     EISSN: 18607128     Source Type: Journal    
DOI: 10.1007/s11403-007-0020-4     Document Type: Article

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