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Drift and volatility estimation in discrete time · Study

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ArticleDrift and volatility estimation in discrete time

Robert James Elliott1998

Article1998

Drift and volatility estimation in discrete time

Robert James Elliott · William Curt Hunter · Barbara M. Jamieson

45 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Stochastic processes and financial applications Control Systems and Identification Financial Risk and Volatility Modeling

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1984A comparison of inflation forecasts

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Year1998

Typearticle

Published1998-02-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0165-1889(97)00052-3

openalex_workW2066894064

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