Nonparametric estimation of structural models for high-frequency currency market data
type: Item
instance of: scholarly article
title: Nonparametric estimation of structural models for high-frequency currency market data
zbMATH Open document ID: 0813.62095
DOI: 10.1016/0304-4076(94)01618-A
author: Ravi Bansal
author: A. Ronald Gallant
author: George Tauchen
author: Robert M. Hussey
published in: Journal of Econometrics
publication date: 1995-06-06T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 739475
zbMATH Keywords: calibration
zbMATH Keywords: simulation estimator
zbMATH Keywords: exchange rates
zbMATH Keywords: equilibrium monetary model
zbMATH Keywords: nonlinearities
zbMATH Keywords: time-nonseparable preferences
zbMATH Keywords: transaction cost technology
zbMATH Keywords: parameterized expectations procedure
zbMATH Keywords: estimation of structural economic models
describes a project that uses: nlmdl
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 739475