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  • Search: subject:"Elasticity of conditional variance"
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Year of publication
Subject
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Elasticity of conditional variance 3 generalized method of moments 3 jackknife estimation 3 short-term interest rate 3 stochastic differential equations 3 Analysis 2 Momentenmethode 2 Schätztheorie 2 Schätzung 2 Stochastischer Prozess 2 Theorie 2 USA 2 Zins 2 Öffentliche Anleihe 2 Estimation 1 Estimation theory 1 Interest rate 1 Mathematical analysis 1 Method of moments 1 Public bond 1 Stochastic process 1 Theory 1 United States 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Cserna, Balázs 3
Institution
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Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1
Published in...
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Discussion Paper Series 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates
Cserna, Balázs - 2008
provide empirical distributions for parameter tests depending on the elasticity of conditional variance. Using three-month U …
Persistent link: https://www.econbiz.de/10011422171
Saved in:
Cover Image
Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates
Cserna, Balázs - Alfred-Weber-Institut für Wirtschaftswissenschaften, … - 2008
provide empirical distributions for parameter tests depending on the elasticity of conditional variance. Using three-month U …
Persistent link: https://www.econbiz.de/10005453728
Saved in:
Cover Image
Application of the generalized method of moments for estimating continuous-time models of U.S. short-term interest rates
Cserna, Balázs - 2008
provide empirical distributions for parameter tests depending on the elasticity of conditional variance. Using three-month U …
Persistent link: https://www.econbiz.de/10003747325
Saved in:
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