Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates
Year of publication: |
2020
|
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Authors: | Choi, Seungmoon |
Other Persons: | Lee, Jaebum (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (27 p) |
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Series: | East Asian Economic Review ; Vol. 24, No. 1, (March 2020) |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 30, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3577328 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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