Simulated Likelihood Estimation of Multivariate Diffusions with an Application to Interest Rates and Exchange Rates with Stochastic Volatility

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Simulated Likelihood Estimation of Multivariate Diffusions with an Application to Interest Rates and Exchange Rates with Stochastic Volatility (1999)

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by Michael W. Brandt , Pedro Santa-Clara

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BibTeX

@MISC{Brandt99simulatedlikelihood,
    author = {Michael W. Brandt and Pedro Santa-Clara},
    title = {Simulated Likelihood Estimation of Multivariate Diffusions with an Application to Interest Rates and Exchange Rates with Stochastic Volatility},
    year = {1999}
}