Work

Drift and volatility estimation in discrete time

Year: 1998

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/s0165-1889(97)00052-3

Authors: Robert J. Elliott, William C. Hunter, Barbara M. Jamieson

Institutions: University of Alberta, Federal Reserve Bank of Chicago

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2066894064

FWCI:

Cites: 4

Cited by: 45

Related to: 10