Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

Marine Carrasco, Mikhail Chernov, Jean-Pierre Florens and Eric Ghysels

No 116, IDEI Working Papers from Institut d'Économie Industrielle (IDEI), Toulouse

Date: 2000, Revised 2002
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Working Paper: Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2003)
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