Estimating functions for discretely sampled diffusion-type models
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Estimating functions for discretely sampled diffusion-type models. / Sørensen, Michael; Jacobsen, Martin; Bibby, Bo Martin.
Handbook of Financial Econometrics. ed. / Yacine Ait-Sahalia; Lars Peter Hansen. Vol. 1 Oxford : North-Holland, 2010. p. 203 - 268.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Sørensen, M, Jacobsen, M & Bibby, BM 2010, Estimating functions for discretely sampled diffusion-type models. in Y Ait-Sahalia & LP Hansen (eds), Handbook of Financial Econometrics. vol. 1, North-Holland, Oxford, pp. 203 - 268.
APA
Sørensen, M., Jacobsen, M., & Bibby, B. M. (2010). Estimating functions for discretely sampled diffusion-type models. In Y. Ait-Sahalia, & L. P. Hansen (Eds.), Handbook of Financial Econometrics (Vol. 1, pp. 203 - 268). North-Holland.
Vancouver
Sørensen M, Jacobsen M, Bibby BM. Estimating functions for discretely sampled diffusion-type models. In Ait-Sahalia Y, Hansen LP, editors, Handbook of Financial Econometrics. Vol. 1. Oxford: North-Holland. 2010. p. 203 - 268
Author
Bibtex
@inbook{316a0e20172f11df8ed1000ea68e967b,
title = "Estimating functions for discretely sampled diffusion-type models",
author = "Michael S{\o}rensen and Martin Jacobsen and Bibby, {Bo Martin}",
year = "2010",
language = "English",
isbn = "978-0-444-50897-3",
volume = "1",
pages = "203 -- 268",
editor = "Yacine Ait-Sahalia and Hansen, {Lars Peter}",
booktitle = "Handbook of Financial Econometrics",
publisher = "North-Holland",
}
RIS
TY - CHAP
T1 - Estimating functions for discretely sampled diffusion-type models
AU - Sørensen, Michael
AU - Jacobsen, Martin
AU - Bibby, Bo Martin
PY - 2010
Y1 - 2010
M3 - Book chapter
SN - 978-0-444-50897-3
VL - 1
SP - 203
EP - 268
BT - Handbook of Financial Econometrics
A2 - Ait-Sahalia, Yacine
A2 - Hansen, Lars Peter
PB - North-Holland
CY - Oxford
ER -
ID: 17558797