Closed-Form Likelihood Expansions for Multivariate Diffusions
Year of publication: |
[2021]
|
---|---|
Authors: | Ait-Sahalia, Yacine |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Series: | NBER Working Paper ; No. w8956 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2002 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
-
Evaluation of subjective probability distributions in the HRS
Hurd, Michael D., (1993)
-
Choice, order statistics, and the distribution of earnings
Sattinger, Michael, (1994)
- More ...
-
Ultra high frequency volatility estimation with dependent microstructure noise
Ait-Sahalia, Yacine, (2005)
-
The Leverage Effect Puzzle : Disentangling Sources of Bias at High Frequency
Ait-Sahalia, Yacine, (2011)
-
High Frequency Market Microstructure Noise Estimates and Liquidity Measures
Ait-Sahalia, Yacine, (2011)
- More ...