Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2007.02.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2126506643 / rank | |||
Normal rank | |||
Revision as of 21:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan |
scientific article |
Statements
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (English)
0 references
27 May 2016
0 references
maximum likelihood estimation
0 references
jump diffusion
0 references
discrete sampling
0 references
Chinese yuan
0 references
currency realignment
0 references
