Adaptive estimation of continuous-time regression models using high-frequency data

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Li, J; Todorov, V; Tauchen, G

Published Date

  • September 2017

Published In

Volume / Issue

  • 200 / 1

Start / End Page

  • 36 - 47

Published By

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2017.01.010

Language

  • en