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Fillable User's Guide for the Matlab Library Implementing Closed Form MLE ... - runmycode

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User's Guide for the Matlab Library Implementing Closed Form MLE for Diffusions Yacine Aït-Sahalia Department of Economics and Bendheim Center for Finance Princeton University and NBER This Version: April 11, 2012 Abstract This document explains the use of the attached Matlab code for estimating the parameters of diffusions using closed-form maximum-likelihood. c Copyright ° 2010, Yacine Aït-Sahalia....
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