An edition of Closed-form likelihood expansions for multivariate diffusions (2002)

Closed-form likelihood expansions for multivariate diffusions

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Closed-form likelihood expansions for multiva ...
Yacine Aït-Sahalia, Yacine Aït ...
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Last edited by WorkBot
January 29, 2010 | History
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An edition of Closed-form likelihood expansions for multivariate diffusions (2002)

Closed-form likelihood expansions for multivariate diffusions

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
35

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Subjects

Diffusion processes, Time and economic reactions, Multivariate analysis
Edition Availability
Cover of: Closed-form likelihood expansions for multivariate diffusions
Closed-form likelihood expansions for multivariate diffusions
2002, National Bureau of Economic Research
in English

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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

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January 29, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page