A GENERAL METHODS OF MOMENTS FOR ESTIMATING THE PARAMETERS OF STOCHASTIC PROCESSES FOR ASSET PRICES: AN APPLICATION TO THE JUMP-DIFFUSION PROCESS OF OIL FUTURES
| Year of publication: |
1989
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|---|---|
| Authors: | POWELL, A. |
| Institutions: | Department of Economics, Oxford University |
| Subject: | commodity prices | stochastic processes | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 13 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005047913