Department of Economics and Business Economics

Parametric Inference and Dynamic State Recovery From Option Panels

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Torben Gustav Andersen
  • Nicola Fusari, The Johns Hopkins University Carey Business School, United States
  • Victor Todorov, Dept. of Finance, Kellogg School of Management, Northwestern University, Evanston, IL, U.S.A., United States
Original languageEnglish
JournalEconometrica
Volume83
Issue3
Pages (from-to)1081–1145
Number of pages65
ISSN0012-9682
DOIs
Publication statusPublished - 2015

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