Open AccessMaximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates
Author(s) -
Seungmoon Choi,
Jae-Bum Lee
Publication year - 2020
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.eaer.2020.24.1.372
Subject(s) - exchange rate , economics , econometrics , volatility (finance) , currency , maximum likelihood , mean reversion , estimation , foreign exchange , diffusion , pound (networking) , forward rate , mathematics , interest rate , monetary economics , statistics , physics , management , world wide web , computer science , thermodynamics