Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion
Year of publication: |
2001-10
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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: | AP published as "Telling from Discrete Data Whether te Underlying Continuous-Time Model isa Diffusion" Journal of Finance, Vol. 57, pp.2075-2112 (2002) Number 8504 |
Classification: | G12 - Asset Pricing ; C22 - Time-Series Models |
Source: |
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