Título:

Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Autores:

Michael Brandt (UCLA, U PA)
Pedro Santa Clara (UCLA)

Revista:

Journal of Financial Economics

Ano:

2002

Volume:

63

Páginas:

161-210

Códigos JEL:

F31 - Foreign Exchange
G15 - International Financial Markets