Closed-form likelihood expansions for multivariate diffusions

Closed-form likelihood expansions for multiva ...
Yacine Aït-Sahalia, Yacine Aït ...
Locate

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today


Buy this book

Last edited by WorkBot
December 15, 2009 | History

Closed-form likelihood expansions for multivariate diffusions

This edition doesn't have a description yet. Can you add one?

Publish Date
Language
English
Pages
35

Buy this book

Book Details


Edition Notes

"May 2002."

JEL no. C32, G12.

Includes bibliographical references (p. 27-28).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- no. 8956, Working paper series (National Bureau of Economic Research) -- working paper no. 8956.

The Physical Object

Pagination
35 p. ;
Number of pages
35

ID Numbers

Open Library
OL22435640M

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 15, 2009 Edited by WorkBot link works
November 13, 2008 Created by ImportBot Imported from Binghamton University MARC record