Estimating functions for discretely sampled diffusion-type models
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Original language | English |
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Title of host publication | Handbook of Financial Econometrics |
Editors | Yacine Ait-Sahalia, Lars Peter Hansen |
Volume | 1 |
Place of Publication | Oxford |
Publisher | North-Holland |
Publication date | 2010 |
Pages | 203 - 268 |
ISBN (Print) | 978-0-444-50897-3 |
Publication status | Published - 2010 |
ID: 17558797