The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions
Year of publication: |
2002-04
|
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Authors: | Ait-Sahalia, Yacine ; Mykland, Per A. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | TWP published as "The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions", Econometrica, Vol. 71, pp. 483-549 (2003) Number 0276 |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing |
Source: |
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