Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment.
Year of publication: |
2002
|
---|---|
Authors: | Ait-Sahalia, Yacine |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 20.2002, 3, p. 317-21
|
Publisher: |
American Statistical Association |
Saved in:
Saved in favorites
Similar items by person
-
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 ...