Volatility and GMM : Monte Carlo studies and empirical estimations
Hartmut Nagel and Rainer Schöbel
| Year of publication: |
1999
|
|---|---|
| Authors: | Nagel, Hartmut ; Schöbel, Rainer |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 40.1999, 3, p. 297-321
|
| Subject: | Stichprobenerhebung | Sampling | Volatilität | Volatility | Schätztheorie | Estimation theory | Börsenkurs | Share price | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Momentenmethode | Method of moments |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Statistical papers |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001401125