Ola Elerian
Personal Details
First Name: Ola
Middle Name:
Last Name: Elerian
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RePEc Short-ID: pel19
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Homepage: http://www.nuff.ox.ac.uk/economics/people/elerian
Postal Address: 34C Devonia Road Islington london N1 8JH United Kingdom
Phone: 07801523480
Affiliation
- Economics Group, Nuffield College
Department of Economics
Oxford University
Location: Oxford, United Kingdom
Homepage: http://hicks.nuff.ox.ac.uk/economics/
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Handle: RePEc:edi:egpoxuk (more details at EDIRC)
Works
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Working papers
- Elerian, O. & Chib, S. & Shephard, N., 1998.
"Likelihood INference for Discretely Observed Non-linear Diffusions,"
Economics Papers
146, Economics Group, Nuffield College, University of Oxford.
- Elerain, Ola & Chib, Siddhartha & Shephard, Neil, 2001. "Likelihood Inference for Discretely Observed Nonlinear Diffusions," Econometrica, Econometric Society, vol. 69(4), pages 959-93, July.
- Ola Elerian & Siddhartha Chib & Neil Shephard, 2000. "Likelihood inference for discretely observed non-linear diffusions," OFRC Working Papers Series 2000mf02, Oxford Financial Research Centre.
Statistics
Most cited item
- Elerian, O. & Chib, S. & Shephard, N., 1998. "Likelihood INference for Discretely Observed Non-linear Diffusions," Economics Papers 146, Economics Group, Nuffield College, University of Oxford.
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Co-authorship network on CollEc
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