Parametric Inference and Dynamic State Recovery From Option Panels

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Parametric Inference and Dynamic State Recovery From Option Panels. / Andersen, Torben Gustav; Fusari, Nicola ; Todorov, Victor.

I: Econometrica, Bind 83, Nr. 3, 2015, s. 1081–1145.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Andersen, TG, Fusari, N & Todorov, V 2015, 'Parametric Inference and Dynamic State Recovery From Option Panels', Econometrica, bind 83, nr. 3, s. 1081–1145. https://doi.org/10.3982/ECTA10719

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Author

Andersen, Torben Gustav ; Fusari, Nicola ; Todorov, Victor. / Parametric Inference and Dynamic State Recovery From Option Panels. I: Econometrica. 2015 ; Bind 83, Nr. 3. s. 1081–1145.

Bibtex

@article{ba7a6d8e4d9248629eee3c937698c4fc,
title = "Parametric Inference and Dynamic State Recovery From Option Panels",
author = "Andersen, {Torben Gustav} and Nicola Fusari and Victor Todorov",
year = "2015",
doi = "10.3982/ECTA10719",
language = "English",
volume = "83",
pages = "1081–1145",
journal = "Econometrica",
issn = "0012-9682",
publisher = "Wiley-Blackwell Publishing Ltd.",
number = "3",

}

RIS

TY - JOUR

T1 - Parametric Inference and Dynamic State Recovery From Option Panels

AU - Andersen, Torben Gustav

AU - Fusari, Nicola

AU - Todorov, Victor

PY - 2015

Y1 - 2015

U2 - 10.3982/ECTA10719

DO - 10.3982/ECTA10719

M3 - Journal article

VL - 83

SP - 1081

EP - 1145

JO - Econometrica

JF - Econometrica

SN - 0012-9682

IS - 3

ER -