Control variates for variance reduction in indirect inference : interest rate models in continuous time
Giorgio Calzolari, Francesca Di Iorio and Gabriele Fiorentini
| Year of publication: |
1998
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|---|---|
| Authors: | Calzolari, Giorgio ; Di Iorio, Francesca ; Fiorentini, Gabriele |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 1, p. 100-112
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| Subject: | Simulation | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Theorie | Theory | Ökonometrisches Modell | Econometric model | Maßzahl | Statistical measures |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443683