Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Michael W. Brandt and Pedro Santa-Clara

Journal of Financial Economics, 2002, vol. 63, issue 2, 161-210

Date: 2002
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Working Paper: Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:63:y:2002:i:2:p:161-210

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