Telling from discrete data whether the underlying continuous-time model is a diffusion
Edición de la obra Telling from discrete data whether the underlying continuous-time model is a diffusion
| Autor | Yacine Aït-Sahalia |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 2001 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Páginas | 44 |
| Serie | NBER working paper series -- no. 8504 · Working paper series (National Bureau of Economic Research) -- wworking paper no. 8504. |
| Número de Cutter | A311t |