A note on the estimation of a gamma-variance process : learning from a failure

Gian P. Cervellera, Marco P. Tucci

Year of publication:	[2014]
Authors:	Cervellera, Gian P. ; Tucci, Marco Paolo
Publisher:	[Siena] : Università di Siena
Subject:	Variance-Gamma \| log stock returns \| maximum likelihood estimation \| globally optimizing procedures \| Schätztheorie \| Estimation theory \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Kapitaleinkommen \| Capital income \| Mathematische Optimierung \| Mathematical programming

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