SIMULATED LIKELIHOOD ESTIMATION OF DIFFUSIONS WITH AN APPLICATION TO EXCHANGE RATE DYNAMICS IN INCOMPLETE MARKETS
| Year of publication: |
2001
|
|---|---|
| Authors: | Brandt, Michael W. ; Santa-Clara, Pedro |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2001, 274, p. 274
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