Estimating functions for discretely sampled diffusion-type models

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationHandbook of Financial Econometrics
EditorsYacine Ait-Sahalia, Lars Peter Hansen
Volume1
Place of PublicationOxford
PublisherNorth-Holland
Publication date2010
Pages203 - 268
ISBN (Print)978-0-444-50897-3
Publication statusPublished - 2010

ID: 17558797