مرکز منطقه ای اطلاع رساني علوم و فناوري - Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Title of article :

Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Author/Authors :

Michael W. Brandt، نويسنده , , Pedro Santa-Clara، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

161

To page :

210

Keywords :

Estimation of diffusions , Exchange rates , Incomplete markets

Journal title :

Journal of Financial Economics

Serial Year :

2002

Journal title :

Journal of Financial Economics

Record number :

257527

Link To Document :