Type of publication: Article
Notes:
DOI:10.1093/jjfinec/nbm009
Hurn, Aubrey, Jeisman, Joseph, & Lindsay, Kenneth (2007) Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Journal of Financial Econometrics, 5(3), pp. 390-455.
QUT Business School; School of Economics and Finance
Source:
BASE