Frontiers of financial econometrics and financial engineering. Papers of a conference, Durham. NC, USA

DOI10.1016/S0304-4076(03)00101-5zbMath1026.00508OpenAlexW2155769271MaRDI QIDQ1400859

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Publication date: 3 December 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00101-5

zbMATH Keywords

Financial engineeringDurham, NC (USA)Financial econometrics

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)

Cites Work

• Efficient estimation of general dynamic models with a continuum of moment conditions
• Statistical methods in finance
• Estimation of affine asset pricing models using the empirical characteristic function

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