Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
Year of publication: |
2006-01
|
---|---|
Authors: | Phillips, Peter C. B. ; Yu, Jun |
Institutions: | East Asian Bureau of Economic Research (EABER) |
Subject: | Maximum likelihood | Transition density | Discrete sampling | Continuous record | realized volatility | Bias Reduction | Jackknife | Indirect Inference |
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