Telling from discrete data whether the underlying continuous-time model is a diffusion

Journal of Finance

Volumn 57, Issue 5, 2002, Pages 2075-2112

  Aït Sahalia, Yacine ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042170237     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00489     Document Type: Article

References (32)

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