Estimating Functions for Discretely Sampled Diffusion-Type Models

Handbook of Financial Econometrics, Vol 1

Volumn , Issue , 2010, Pages 203-268

  Bibby, Bo Martin ^a   Jacobsen, Martin ^b   Sørensen, Michael ^b  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84864125996     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-0-444-50897-3.50007-9     Document Type: Chapter

References (119)

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