Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
Year of publication: |
2007-01
|
---|---|
Authors: | Phillips, Peter C.B. ; Yu, Jun |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Maximum likelihood | Transition density | Discrete sampling | Continuous record | Realized volatility | Bias reduction | Jackknife | Indirect inference |
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