Estimation of Financial Models Using Moment Conditions Defined on Frequency Domain
<p>This dissertations presents the estimation methods of financial models for which the density function is not known in closed form, but the characteristic function (or Laplace transform) is available in the analytical form. In this case the estimation is done via Generalized Method of Moment...
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2012
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| Online Access: | http://hdl.handle.net/10161/5412 |