Simulation-based exact tests in jump-diffusion models in the resence of unidentified nuisance parameters : an application to commodity spot prices
Lynda Khalaf; Jean-Daniel Saphores; Jean-François Bilodeau
| Year of publication: |
2000
|
|---|---|
| Authors: | Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-François |
| Publisher: |
Québec |
| Subject: | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Rohstoffpreis | Commodity price | Theorie | Theory |
| Extent: | 23 S |
|---|---|
| Series: | Les cahiers de recherche / Université Laval, Département d'Economique. - Québec, ZDB-ID 2241564-6. - Vol. 00,04] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Gesamtt. lt. Eröffnungsbildschirm Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001470059