Journal Article

Adaptive Estimation of Continuous-Time Regression Models using High-Frequency Data

Journal of Econometrics
Author(s)

Viktor Todorov

George Tauchen

Jia Li

Date Published: 2016
Citations: Todorov, Viktor, George Tauchen, Jia Li. 2016. Adaptive Estimation of Continuous-Time Regression Models using High-Frequency Data. Journal of Econometrics. 36-47.
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