Work

Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.606361

Authors: Cyrus A. Ramezani, Yong Zeng

Institutions: California Polytechnic State University, University of Missouri–Kansas City

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1515889080

Cites: 49

Cited by: 57

Related to: 10