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isPartOf:"Journal of econometrics"
~person:"Park, Joon Y."
~subject:"High frequency observation"
~subject:"Spot interest rate"
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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