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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
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Chib, Siddhartha
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Shephard, Neil G.
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2000
Persistent link: https://www.econbiz.de/10009581671
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Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
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Shephard, Neil G.
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2000
Persistent link: https://www.econbiz.de/10009581672
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