A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
K.C. John Wei; Raymond Chiang
| Year of publication: |
2004
|
|---|---|
| Authors: | Wei, K. C. John ; Chiang, Raymond |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 12.2004, 4, p. 445-461
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarktregulierung | Financial market regulation | Theorie | Theory | USA | United States | Taiwan | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002145026