Maximum Likelihood Estimation for Integrated Diffusion Processes
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-03479-4_20.pdf
Reference40 articles.
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3. Aït-Sahalia, Y., Mykland, P.: The effects of random and discrete sampling when estimating continuous-time diffusions. Econometrica 71, 483–549 (2003)
4. Andersen, T.G., Bollerslev, T., Diebold, F.X., Ebens, H.: The distribution of realized stock return volatility. J. Financ. Econ. 61, 43–76 (2001)
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