Maximum Likelihood Estimation of Latent Affine Processes
Year of publication: |
2003-05
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Authors: | Bates, David S. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Bates, David S. "Maximum Likelihood Estimation Of Latent Affine Processes," Review of Financial Studies, 2006, v19(3,Fall), 909-965. Number 9673 |
Classification: | C1 - Econometric and Statistical Methods: General |
Source: |
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