A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Year of publication: |
2004
|
---|---|
Authors: | Wei, K. C. John ; Chiang, Raymond |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 12.2004, 4, p. 445-461
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Wei, K. C. John, (2004)
-
Imperfect price discrimination and welfare
Chiang, Raymond, (1981)
-
An incentive framework for evaluating the impact of loan provisions on default risk
Chiang, Raymond, (1982)
- More ...