Modeling financial data using continuous-time econometric methods (Part I)

I. Casas Villalba; Jiti Gao

Modeling financial data using continuous-time econometric methods (Part I)

I. Casas Villalba, Jiti Gao

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management
Editors	Voratas Kachitvichyanukul, Ussanee Purintrapiban, Putchong Utayopas
Place of Publication	Bangkok, Thailand
Publisher	Asian Institute of Technology
Pages	618-625
Volume	1
Edition	Nakornpathom, Thailand
ISBN (Print)	9748208575
Publication status	Published - 2005
Event	Modeling financial data using continuous-time econometric methods (Part I) - Nakornpathom, Thailand Duration: 1 Jan 2005 → …

Conference

Conference	Modeling financial data using continuous-time econometric methods (Part I)
Period	1/01/05 → …

Cite this

Casas Villalba, I. ; Gao, Jiti. / Modeling financial data using continuous-time econometric methods (Part I). Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management. editor / Voratas Kachitvichyanukul ; Ussanee Purintrapiban ; Putchong Utayopas. Vol. 1 Nakornpathom, Thailand. ed. Bangkok, Thailand : Asian Institute of Technology, 2005. pp. 618-625

@inproceedings{37575ea05f754a6fbd698a35f7e6f30a,

title = "Modeling financial data using continuous-time econometric methods (Part I)",

author = "{Casas Villalba}, I. and Jiti Gao",

year = "2005",

language = "English",

isbn = "9748208575",

volume = "1",

pages = "618--625",

editor = "Voratas Kachitvichyanukul and Ussanee Purintrapiban and Putchong Utayopas",

booktitle = "Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management",

publisher = "Asian Institute of Technology",

address = "Thailand",

edition = "Nakornpathom, Thailand",

note = "Modeling financial data using continuous-time econometric methods (Part I) ; Conference date: 01-01-2005",

}

Casas Villalba, I & Gao, J 2005, Modeling financial data using continuous-time econometric methods (Part I). in V Kachitvichyanukul, U Purintrapiban & P Utayopas (eds), Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management. Nakornpathom, Thailand edn, vol. 1, Asian Institute of Technology, Bangkok, Thailand, pp. 618-625, Modeling financial data using continuous-time econometric methods (Part I), 1/01/05.

Modeling financial data using continuous-time econometric methods (Part I). / Casas Villalba, I.; Gao, Jiti.
Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management. ed. / Voratas Kachitvichyanukul; Ussanee Purintrapiban; Putchong Utayopas. Vol. 1 Nakornpathom, Thailand. ed. Bangkok, Thailand: Asian Institute of Technology, 2005. p. 618-625.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

TY - GEN

T1 - Modeling financial data using continuous-time econometric methods (Part I)

AU - Casas Villalba, I.

AU - Gao, Jiti

PY - 2005

Y1 - 2005

M3 - Conference paper

SN - 9748208575

VL - 1

SP - 618

EP - 625

BT - Simulation and Modeling: Integrating Sciences and Technology for Effective Resource Management

A2 - Kachitvichyanukul, Voratas

A2 - Purintrapiban, Ussanee

A2 - Utayopas, Putchong

PB - Asian Institute of Technology

CY - Bangkok, Thailand

T2 - Modeling financial data using continuous-time econometric methods (Part I)

Y2 - 1 January 2005

ER -