Bibliography
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Publisher
John Wiley & Sons, Inc
Reference254 articles.
1. Importance Sampling and the Method of Simulated Moments;Ackerberg;Department of Economics, Boston University and NBER,2000
2. Estimation of Stochastic Volatility in the Hull-White Model;Aihara;Applied Mathematical Finance,2000
3. Filtering and identification of Heston's stochastic volatility model and its market risk;Aihara;Journal of Economic Dynamics and Control,2006
4. Telling from Discrete Data whether the Underlying Continuous-Time Model Is a Diffusion;Aït-Sahalia;Journal of Finance,2001
5. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach;Aït-Sahalia;Econometrica,2002
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