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
|
---|---|
Authors: | POWELL, A. |
Institutions: | Department of Economics, Oxford University |
Subject: | commodity prices | stochastic processes | economic models |
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