Maximum likelihood estimation of continuous-time diffusion models for exchange rates
Seungmoon Choi, Jaebum Lee
| Year of publication: |
2020
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|---|---|
| Authors: | Choi, Seungmoon ; Lee, Jaebum |
| Published in: |
East Asian economic review. - Sejong-si : [KIEP, Korean Institute for International Economic Policy], ISSN 2508-1667, ZDB-ID 2862898-6. - Vol. 24.2020, 1, p. 61-87
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| Subject: | Foreign Exchange Rate | Diffusion Model | Maximum Likelihood Estimation | US Dollar | Euro | British Pound | Japanese Yen | Wechselkurs | Exchange rate | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Japan | US-Dollar | US dollar | Yen | Großbritannien | United Kingdom | USA | United States | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11644/KIEP.EAER.2020.24.1.372 [DOI] hdl:11159/4559 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225756