Adaptive estimation of continuous-time regression models using high-frequency data

By Jia Li, V. Todorov, George Tauchen. 2017

60 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c17b0d3ce6bc2a593a8458e57d2ec41416dea3ed