Drift and volatility estimation in discrete time
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- Elliott, Robert J. & Rishel, Raymond W., 1994. "Estimating the implicit interest rate of a risky asset," Stochastic Processes and their Applications, Elsevier, vol. 49(2), pages 199-206, February.
- Fama, Eugene F. & Gibbons, Michael R., 1984. "A comparison of inflation forecasts," Journal of Monetary Economics, Elsevier, vol. 13(3), pages 327-348, May.
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