Publisher
Springer International Publishing
Reference29 articles.
1. Ait-Sahalia, Y. (1996): Testing continuous time models of the spot interest rates, Review of Financial Studies
9, 385–426.
2. Ait-Sahalia, Y. (1999): Transition densities for interest rates and other nonlinear diffusions, Journal of Finance
54, 1361–1395.
3. Ait-Sahalia, Y. and Jacod, J. (2014): High-Frequency Financial Econometrics, Princeton University Press, Princeton and Oxford.
4. Bishwal, J.P.N. (2008a): Parameter Estimation in Stochastic Differential Equations, Lecture Notes in Mathematics, 1923, Springer-Verlag.
5. Bojdecki, T., Gorostiza, L.G. and Talarczyk, A. (2004): Sub-fractional Brownian motion and its relation to occupation times, Statistics and Probability Letters, 69, 405–419.