Telling from discrete data whether the underlying continuous-time model is a diffusion

Telling from discrete data whether the underl ...
Yacine Aït-Sahalia, Yacine Aït ...
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January 29, 2010 | History

Telling from discrete data whether the underlying continuous-time model is a diffusion

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Publish Date
Language
English
Pages
44

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Book Details


Edition Notes

"October 2001."

JEL no. G12, C22, C52.

Includes bibliographical references (p. 26-27).

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. 8504, Working paper series (National Bureau of Economic Research) -- wworking paper no. 8504.
Genre
Econometric models.

The Physical Object

Pagination
44 p. :
Number of pages
44

Edition Identifiers

Open Library
OL22427644M

Work Identifiers

Work ID
OL13583126W

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