Bias Reduction In Nonparametric Diffusion Coefficient Estimation
Work
Year: 2003
Type: article
Abstract: In this paper, we quantify the asymptotic bias of the Florens-Zmirou (1993, Journal of Applied Probability 30, 790–804) and Jiang and Knight (1997, Econometric Theory 13, 615–645) estimator for the di... more
Source: Econometric Theory
Author Jo�ão Nicolau
Institution Instituto Superior de Gestão
Cites: 24
Cited by: 35
Related to: 10
FWCI: 1.483
Citation percentile (by year/subfield): 87.1
Subfield: Finance
Domain: Social Sciences
Open Access status: green