Modeling share returns : an empirical study on the Variance Gamma model
Andreas W. Rathgeber, Johannes Stadler, Stefan Stöckl
| Year of publication: |
October 2016
|
|---|---|
| Authors: | Rathgeber, Andreas W. ; Stadler, Johannes ; Stöckl, Stefan |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 4, p. 653-682
|
| Subject: | Variance Gamma model | Parameter estimation methods | Regime switching model | Empirical data | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-014-9306-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659065