SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES - ASSET PRICING APPLICATIONS

被引：189

作者：

GALLANT, AR ^{[1
]}

TAUCHEN, G ^{[1
]}

机构：

[1] DUKE UNIV,DEPT ECON,DURHAM,NC 27706

来源：

关键词：

D O I：

10.2307/1913624

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1091 / 1120

页数：30

共 41 条

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