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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/84 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1083&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |
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