THE EFFECTS OF RANDOM AND DISCRETE SAMPLING WHEN ESTIMATING CONTINUOUS-TIME DIFFUSIONS
Year of publication: |
2002
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Authors: | Ai͏̈t-Sahalia, Yacine ; Mykland, Per A. |
Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2002, 276
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