A Refinement to Aït-Sahalia's (2002) "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach".
| Autor: | Bakshi, Gurdip1, Nengjiu Ju2 nengjiu@ust.hk |
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| Zdroj: | Journal of Business. Sep2005, Vol. 78 Issue 5, p2037-2052. 16p. |
| Databáze: | Business Source Ultimate |
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