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Bias in the estimation of the mean reversion parameter in continuous time models

✍ Scribed by Jun Yu

Book ID: 116636326
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 439 KB
Volume: 169
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2012.01.004

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