Estimating and testing continuous-time models in finance : the role of transition densities
Yacine Ai͏̈t-Sahalia
| Year of publication: |
2009
|
|---|---|
| Authors: | Aït-Sahalia, Yacine |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 1.2009, p. 341-359
|
| Subject: | Kapitalmarkttheorie | Financial economics | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Derivat | Derivative | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003924504