ADDITIONAL REFERENCES
- Gallant , A. R. and Tauchen , G. 1992 . “Which Moments to Match?” , Duke University, Dept, of Economics . discussion paper
- Ghysels , E. and Jasiak , J. 1993 . “Stochastic Volatility and Time Deformation: An Application of Trading Volume and Leverage Effects,” , Montreal : C.R.D.E. . discussion paper
- Gouriéroux , C. , Monfort , A. and Renault , E. 1993 . “Indirect Inference,” . Journal of Applied Econometrics , 8 ( Supplement ) : S85 – S118 .
- Merton , R. C. 1976a . “The Impact on Option Pricing of Specification Errors in the Underlying Stock Price Returns,” . Journal of Finance , 31 : 333 – 350 .
- Merton , R. C. 1976b . “Option Pricing When Underlying Stock Returns Are Discontinuous,” . Journal of Financial Economics , 3 : 125 – 144 .
- Stock , J. H. 1988 . “Estimating Continuous Time Processes Subject to Time Deformation,” . Journal of the American Statistical Association , 83 : 77 – 84 .
- Tjøstheim , D. 1986 . “Some Doubly Stochastic Time Series Models,” . Journal of Time Series Analysis , 7 : 51 – 73 .