Drift and volatility estimation in discrete time
Robert J. Elliott ; William C. Hunter ; Barbara M. Jamieson
| Year of publication: |
1998
|
|---|---|
| Authors: | Elliott, Robert J. |
| Other Persons: | Hunter, William Curt (contributor) ; Jamieson, Barbara M. (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 22.1998, 2, p. 209-218
|
| Subject: | Finanzmarkt | Financial market | Markov-Kette | Markov chain | Volatilität | Volatility | Theorie | Theory |
| 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/10001232395