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Maximum likelihood estimation of discretely sampled diffusions: a closed- form approach

By: Aït Sahalia, Yacine.
Material type: TextTextSeries: NBER technical working papers;222.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1998Description: 47 p. graf. 22 cm.
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op 2096-222 (Browse shelf) Available op 2096-222

Resumen,Bibliografía,Conclusiones

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