Items where Author is "Altissimo, Filippo"

Altissimo, Filippo and Mele, Antonio (2009) Simulated non-parametric estimation of dynamic models. Review of Economic Studies, 76 (2). pp. 413-450. ISSN 0034-6527

Altissimo, Filippo and Mele, Antonio (2005) Simulated nonparametric estimation of dynamic models with applications to finance. Financial Markets Group Discussion Papers (539). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Altissimo, Filippo and Mele, Antonio (2004) Simulated nonparametric estimation of continuous time models of asset prices and returns. Discussion paper (476). Financial Markets Group, The London School of Economics and Political Science, London, UK.