[R-SIG-Finance] Litzenberger and Ramaswamy (1979) MLE estimators in R?

nooldor nooldor at gmail.com
Fri Nov 1 17:11:14 CET 2013


Hi!

I would like to run MLE regression similar to Litzenberger, R. and
Ramaswamy, K. (1979)  "The effects of personal taxes and dividends on
capital asset prices: Theory and empirical evidence", Journal of Financial
Economics, 7, 163–95 does anyone did it in R? Is there any package that can
be use? 
Can it be done with mle - function?

Thank you for answers!



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