A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
| Year of publication: |
2004
|
|---|---|
| Authors: | Wei, K. C. John ; Chiang, Raymond |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 12.2004, 4, p. 445-461
|
| Publisher: |
Elsevier |