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  • Search: subject:"affine structure"
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Year of publication
Subject
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affine structure models 2 latent regression models 2 stable distributions 2 CAPM 1 Commodity derivative 1 Estimation theory 1 Option pricing theory 1 Optionspreistheorie 1 Regression analysis 1 Regressionsanalyse 1 Rohstoffderivat 1 Schätztheorie 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Kateregga, M. 2 Mataramvura, S. 2 Taylor, D. 2
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Subordinated affine structure models for commodity future prices
Kateregga, M.; Mataramvura, S.; Taylor, D. - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-26
new simple technique derived from our novel theory for subordinated affine structure models. Different from existing …
Persistent link: https://www.econbiz.de/10012657447
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Cover Image
Subordinated affine structure models for commodity future prices
Kateregga, M.; Mataramvura, S.; Taylor, D. - In: Cogent economics & finance 6 (2018) 1, pp. 1-26
technique derived from our novel theory for subordinated affine structure models. Different from existing filtering methods for …
Persistent link: https://www.econbiz.de/10012023123
Saved in:
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