Maximum likelihood estimation for integrated diffusion processes

Michael Sørensen, Fernando Baltazar-Larios

Original language	English
Title of host publication	Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
Editors	Carl Chiarella, Alexander Novikov
Publisher	Springer Science+Business Media
Publication date	2010
Pages	407-423
ISBN (Print)	978-3-642-03478-7
ISBN (Electronic)	978-3-642-03479-4
Publication status	Published - 2010

Cite this

Maximum likelihood estimation for integrated diffusion processes. / Sørensen, Michael; Baltazar-Larios, Fernando.
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. ed. / Carl Chiarella; Alexander Novikov. Springer Science+Business Media, 2010. p. 407-423.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

@inbook{8c5d6ea0ba8e11df825b000ea68e967b,

title = " Maximum likelihood estimation for integrated diffusion processes",

author = "Michael S{\o}rensen and Fernando Baltazar-Larios",

year = "2010",

language = "English",

isbn = "978-3-642-03478-7",

pages = "407--423",

editor = "Carl Chiarella and Alexander Novikov",

booktitle = "Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen",

publisher = "Springer Science+Business Media",

address = "Singapore",

}

TY - CHAP

T1 - Maximum likelihood estimation for integrated diffusion processes

AU - Sørensen, Michael

AU - Baltazar-Larios, Fernando

PY - 2010

Y1 - 2010

M3 - Book chapter

SN - 978-3-642-03478-7

SP - 407

EP - 423

BT - Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen

A2 - Chiarella, Carl

A2 - Novikov, Alexander

PB - Springer Science+Business Media

ER -