Bias in the estimation of the mean reversion parameter in continuous time models
| Year of publication: |
2012
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|---|---|
| Authors: | Yu, Jun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 1, p. 114-123
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