Jaebum Lee

Independent

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Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates

East Asian Economic Review, Vol. 24, No. 1, (March 2020)
Number of pages: 27 Posted: 17 Apr 2020 Last Revised: 24 Apr 2020
Seungmoon Choi and Jaebum Lee
School of Economics, University of Seoul and Independent
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Abstract:

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Foreign Exchange Rate, Diffusion Model, Maximum Likelihood Estimation, US Dollar, Euro, British Pound, Japanese Yen