MLE of some continuous time financial models: Some Monte Carlo results
Mathematics and Computers in Simulation
Saved in:
Main Author: | Tse, Y.K. |
---|---|
Other Authors: | ECONOMICS & STATISTICS |
Format: | Article |
Published: |
2011
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19322 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
MLE of some continuous time financial models: Some Monte Carlo results
by: Tse, Y.K.
Published: (2016) -
Mle of Some Continuous Time Financial Models: Some Monte Carlo Results
by: TSE, Yiu Kuen
Published: (1992) -
Testing for conditional heteroscedasticity: Some Monte Carlo results
by: Tse, Y.K., et al.
Published: (2011) -
No-cointegration test based on fractional differencing: Some Monte Carlo results
by: Tse, Y.K., et al.
Published: (2011) -
Testing for Conditional Heteroscedasticity: Some Monte Carlo Results
by: TSE, Yiu Kuen, et al.
Published: (1997)