Estimation of Diffusion Processes using the Empirical Characteristic Function
|14 November 2000
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
His main research interests are in econometrics and asset pricing and he has published many papers in this field. Currently he is visiting a co-author, Steve Satchell at Birkbeck College. His work on the empirical characteristic function approach to continuous time processes is being published in JBES and other international journals.