Estimation of persistence in log-volatility using panel data
Yoshitsugu Kitazawa
| Year of publication: |
2003
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|---|---|
| Authors: | Kitazawa, Yoshitsugu |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 6, p. 463-472
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| Subject: | Panel | Panel study | Schätztheorie | Estimation theory | Theorie | Theory | Momentenmethode | Method of moments |
| 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/10001770763