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Nonparametric estimation of structural models for high-frequency currency market data

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  • Bansal, Ravi
  • Gallant, A. Ronald
  • Hussey, Robert
  • Tauchen, George

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  • Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George, 1995. "Nonparametric estimation of structural models for high-frequency currency market data," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 251-287.
    • Handle: RePEc:eee:econom:v:66:y:1995:i:1-2:p:251-287
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