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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of Financial Economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10005376547
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On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
Brandt, Michael W.; Kang, Qiang - In: Journal of Financial Economics 72 (2004) 2, pp. 217-257
Persistent link: https://www.econbiz.de/10005362816