Estimating functions for discretely sampled diffusion-type models

Michael Sørensen, Martin Jacobsen, Bo Martin Bibby

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

43 Citationer (Scopus)

Originalsprog	Engelsk
Titel	Handbook of Financial Econometrics
Redaktører	Yacine Ait-Sahalia, Lars Peter Hansen
Vol/bind	1
Udgivelsessted	Oxford
Forlag	North-Holland
Publikationsdato	2010
Sider	203 - 268
ISBN (Trykt)	978-0-444-50897-3
Status	Udgivet - 2010

Citationsformater

@inbook{316a0e20172f11df8ed1000ea68e967b,

title = "Estimating functions for discretely sampled diffusion-type models",

author = "Michael S{\o}rensen and Martin Jacobsen and Bibby, {Bo Martin}",

year = "2010",

language = "English",

isbn = "978-0-444-50897-3",

volume = "1",

pages = "203 -- 268",

editor = "Yacine Ait-Sahalia and Hansen, {Lars Peter}",

booktitle = "Handbook of Financial Econometrics",

publisher = "North-Holland",

}