Maximum likelihood estimation for integrated diffusion processes
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Maximum likelihood estimation for integrated diffusion processes. / Sørensen, Michael; Baltazar-Larios, Fernando.
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. red. / Carl Chiarella; Alexander Novikov. Springer Science+Business Media, 2010. s. 407-423.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Sørensen, M & Baltazar-Larios, F 2010, Maximum likelihood estimation for integrated diffusion processes. i C Chiarella & A Novikov (red), Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Springer Science+Business Media, s. 407-423.
APA
Sørensen, M., & Baltazar-Larios, F. (2010). Maximum likelihood estimation for integrated diffusion processes. I C. Chiarella, & A. Novikov (red.), Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen (s. 407-423). Springer Science+Business Media.
Vancouver
Sørensen M, Baltazar-Larios F. Maximum likelihood estimation for integrated diffusion processes. I Chiarella C, Novikov A, red., Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Springer Science+Business Media. 2010. s. 407-423
Author
Bibtex
@inbook{8c5d6ea0ba8e11df825b000ea68e967b,
title = " Maximum likelihood estimation for integrated diffusion processes",
author = "Michael S{\o}rensen and Fernando Baltazar-Larios",
year = "2010",
language = "English",
isbn = "978-3-642-03478-7",
pages = "407--423",
editor = "Carl Chiarella and Alexander Novikov",
booktitle = "Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen",
publisher = "Springer Science+Business Media",
address = "Singapore",
}
RIS
TY - CHAP
T1 - Maximum likelihood estimation for integrated diffusion processes
AU - Sørensen, Michael
AU - Baltazar-Larios, Fernando
PY - 2010
Y1 - 2010
M3 - Book chapter
SN - 978-3-642-03478-7
SP - 407
EP - 423
BT - Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
A2 - Chiarella, Carl
A2 - Novikov, Alexander
PB - Springer Science+Business Media
ER -
ID: 21859293