Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach
Year of publication: |
1998-02
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Authors: | Ait-Sahalia, Yacine |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | published as "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach", Econometrica, Vol. 70, pp. 223-262, (2002). Number 0222 |
Classification: | G12 - Asset Pricing ; C13 - Estimation |
Source: |
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