Simulated nonparametric estimation of continuous time models of asset prices and returns /
Altissimo, Filippo.
Mele, Antonio.
London School of Economics and Political Science.Financial Markets Group.
London : London School of Economics, Financial Markets Group,
2004.
"January 2004."
Includes bibliographical references.
Rate of return
Time-series analysis.
Nonparametric statistics.
Parameter estimation.
Markov processes.