Estimating parameters in a pricing model with state-dependent shocks
Leonard MacLean, Yonggan Zhao, Giorgio Consigli, and William Ziemba
| Year of publication: |
2008
|
|---|---|
| Authors: | MacLean, Leonard C. ; Zhao, Yonggan ; Consigli, Giorgio ; Ziemba, William T. |
| Published in: |
Handbook of financial engineering. - New York, NY : Springer, ISBN 0-387-76681-2. - 2008, p. 231-244
|
| Subject: | Schock | Shock | Schätztheorie | Estimation theory | Schätzung | Estimation | Preisrigidität | Price stickiness |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003753679