Spectral GMM estimation of continuous-time processes
George Chacko; Luis M. Viceira
| Alternative title: | Spectral Generalized Method of Moments estimation of continuous-time processes |
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| Year of publication: |
2003
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| Authors: | Chacko, George ; Viceira, Luis M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 116.2003, 1/2, p. 259-292
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| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Momentenmethode | Method of moments |
| Type of publication: | Article |
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| 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/10001772151