A note on the estimation of a gamma-variance process : learning from a failure
Gian P. Cervellera, Marco P. Tucci
| Year of publication: |
March 2017
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|---|---|
| Authors: | Cervellera, Gian P. ; Tucci, Marco Paolo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 3, p. 363-385
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| Subject: | Variance-Gamma | Log stock returns | Maximum likelihood estimation | Globally optimizing procedures | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Kapitaleinkommen | Capital income | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9566-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762113