• 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
    50
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257527