Semiparametric estimation of locally stationary diffusion models :: Bonsoo Koo :: Suntory and Toyota International Centres for Economics and Related Disciplines 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Semiparametric estimation of locally stationary diffusion models
Author Bonsoo Koo
Contributors Oliver B. Linton, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2010
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on Jun.25, 2012).

Topics

Capital assets pricing model
Diffusion :: Mathematical models
Estimation theory

Catalogue Data

OBNB ID GBB261297
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.63222015118

ISBD

P1053 1 online resource (54 p.)
P1042 Includes bibliographical references.

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Semiparametric estimation of locally stationary diffusion models by Bonsoo Koo. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2010. Publication and catalogue information, links to buy online and reader comments.