The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Year of publication: |
2002
|
---|---|
Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 20.2002, 3, p. 321-324
|
Saved in:
Saved in favorites
Similar items by person
-
International risk sharing is better than you think : or exchange rates are much too smooth
Brandt, Michael W., (2001)
-
Earnings announcements are full of surprises
Brandt, Michael W., (2008)
-
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W., (2006)
- More ...