Maximum likelihood estimation of latent affine processes
David S. Bates
| Year of publication: |
2006
|
|---|---|
| Authors: | Bates, David S. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 19.2006, 3, p. 909-965
|
| Subject: | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States | 1953-1996 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003358398