Bo Martin Bibby

Estimating Functions for Discretely Sampled Diffusion-Type Models

Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

  • Institute of Biostatistics
Original languageEnglish
Title of host publicationHandbook of Financial Econometrics : Volume 1 - Tools and Techniques
EditorsYacine Aït-Sahalia, Lars Peter Hansen
Number of pages66
Volume1
PublisherNorth-Holland
Publication year2010
Pages203-268
ISBN (print)978-0-444-50897-3
Publication statusPublished - 2010

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ID: 21887227