Maximum likelihood estimation of continuous-time diffusion models for exchange rates

Choi, Seungmoon; Lee, Jaebum

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/4559

Title:

Maximum likelihood estimation of continuous-time diffusion models for exchange rates

Journal:

East Asian economic review

Authors:

Choi, Seungmoon
Lee, Jaebum

e-ISSN:

2508-1667

Document Type:

Article

Year of Publication:

2020

Persistent Identifier of the first edition:

doi:10.11644/KIEP.EAER.2020.24.1.372

Language:

English (eng)

Citation:

Choi, Seungmoon/Lee, Jaebum (2020). Maximum likelihood estimation of continuous-time diffusion models for exchange rates. In: East Asian economic review 24 (1), S. 61 - 87.
doi:10.11644/KIEP.EAER.2020.24.1.372.

Appears in Collections:

East Asian economic review

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