Three Econometric Essays on Continuous Time Models

Three Econometric Essays on Continuous Time Models

Multivariate continuous time models are now widely used in economics and finance. Empirical applications typically rely on some process of discretization so that the system may be estimated with discrete data. The Chapter 2 introduces a framework for discretizing linear multivariate continuous time...

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書目詳細資料
主要作者:	WANG, Xiaohu
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2012
主題:	continuous time diffusion bias reduction limit theory explosive process levy process Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/etd_coll/84 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1083&context=etd_coll
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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