Simulated moments estimation of Markov models of asset prices
Year of publication: |
1993
|
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Authors: | Duffie, Darrell |
Other Persons: | Singleton, Kenneth J. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 61.1993, 4, p. 929-952
|
Subject: | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Simulation | CAPM | Theorie | Theory |
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