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Review of Derivatives Research
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Drift Estimation of Generalized Security Price Processes from High Frequency Derivative Prices
Pandher, Gurupdesh
- In:
Review of Derivatives Research
4
(
2000
)
3
,
pp. 263-284
sufficient condition for the
asymptotic
consistency
of the generalized estimator is also obtained. A study based on generating …
Persistent link: https://www.econbiz.de/10005542788
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