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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

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Author Info
Brandt, Michael W.
Santa-Clara, Pedro
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 63 (2002)
Issue (Month): 2 (February)
Pages: 161-210
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Handle: RePEc:eee:jfinec:v:63:y:2002:i:2:p:161-210

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