Imputation, Estimation and Missing Data in Finance
Suppose <em>X</em> is a diffusion process, possibly multivariate, and suppose that there are various segments of the components of <em>X</em> that are missing. This happens, for example, if <em>X</em> is the price of various assets and these prices are only obs...
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| Format: | Others |
| Language: | en |
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University of Waterloo
2007
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| Online Access: | http://hdl.handle.net/10012/2920 |