Consistent Pretesting for Jumps
Year of publication: |
2014
|
---|---|
Authors: | Corradi, Valentina ; Silvapulle, Mervyn J ; Swanson, Norman R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 6, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2446970 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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