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Estimation of stable distributions with indirect inference

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Author Info

  • Rene Garcia
  • Eric Renault
  • David Veredas

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Bibliographic Info

Paper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/136186.

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Date of creation: 2011
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Publication status: Published in: Journal of econometrics (2011) v.161 n° 3,p.325-337
Handle: RePEc:ulb:ulbeco:2013/136186

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Cited by:
  1. Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Banco de España Working Papers 1229, Banco de España.
  2. repec:eca:wpaper:2013/107223 is not listed on IDEAS
  3. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.

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