Work

On quasi likelihood for semimartingales

Year: 1990

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/0304-4149(90)90011-g

Author: Michael Sørensen

Institution: Aarhus University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2015879604

FWCI: 7.305

Cites: 18

Cited by: 20

Related to: 10