Maximum likelihood estimation of latent affine processes
By: David S. Bates.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 9673.; Working paper series (National Bureau of Economic Research) -- working paper no. 9673.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 28
Subjects: Finance -- Mathematical models; Affine algebraic groups
Notes: "May 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).