Author:
Papanicolaou Alex,Giesecke Kay
Subject
Applied Mathematics,Economics and Econometrics
Reference44 articles.
1. Testing continuous-time models of the spot interest rate;Aït-Sahalia;Rev. Financ. Stud.,1996
2. Maximum likelihood estimation of discretely sampled diffusions: A closed-form approximation approach;Aït-Sahalia;Econometrica,2002
3. Disentangling diffusion from jumps;Aït-Sahalia;J. Financ. Econ.,2004
4. Closed-form likelihood expansions for multivariate diffusions;Aït-Sahalia;Ann. Statist.,2008
5. Nonparametric transition-based tests for diffusions;Aït-Sahalia;J. Amer. Statist. Assoc.,2009
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献