THE EFFECTS OF RANDOM AND DISCRETE SAMPLING WHEN ESTIMATING CONTINUOUS-TIME DIFFUSIONS
| Year of publication: |
2002
|
|---|---|
| Authors: | Ai͏̈t-Sahalia, Yacine ; Mykland, Per A. |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2002, 276
|