Control Variates for Variance Reduction in Indirect Inference : Interest Rate Models in Continuous Time
Year of publication: |
2018
|
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Authors: | Calzolari, Giacomo ; Di Iorio, Francesca ; Fiorentini, Gabriele |
Publisher: |
[S.l.] : SSRN |
Subject: | Zins | Interest rate | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Simulation | Ökonometrisches Modell | Econometric model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Econometrics Journal, Vol. 1, 1998 Volltext nicht verfügbar |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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