Estimating the volatility occupation time via regularized Laplace inversion
Jia Li, Viktor Todorov, George Tauchen
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Li, Jia ; Todorov, Viktor ; Tauchen, George Eugene |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 5, p. 1253-1288
|
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466615000171 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661745