Estimation of objective and risk-neutral distributions based on moments of integrated volatility
René Garcia; Marc-André Lewis; Sergio Pastorello; Éric Renault
| Year of publication: |
2010
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|---|---|
| Authors: | Garcia, René ; Lewis, Marc-André ; Pastorello, Sergio ; Renault, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 22-32
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| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10009242563