Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Michael W. Brandt; Pedro Santa-Clara
| Year of publication: |
2001
|
|---|---|
| Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
| Publisher: |
Cambridge, MA |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Wechselkurs | Exchange rate | Zins | Interest rate | Volatilität | Volatility | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | USA | United States | Deutschland | Germany | Großbritannien | United Kingdom |
| Extent: | 55 S graph. Darst |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. - Vol. 274 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://papers.nber.org/papers/t0274.pdf - lizenzpflichtig |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001606888