Estimating and testing continuous-time models in finance : the role of transition densities
Year of publication: |
2009
|
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Authors: | Aït-Sahalia, Yacine |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 1.2009, p. 341-359
|
Subject: | Kapitalmarkttheorie | Financial economics | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Derivat | Derivative | Börsenkurs | Share price |
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