A note on the estimation of a Gamma-Variance process: Learning from a failure
Year of publication: |
2014-10
|
---|---|
Authors: | Cervellera, Gian P. ; Tucci, Marco P. |
Institutions: | Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" |
Subject: | Variance-Gamma | log stock returns | maximum likelihood estimation | globally optimizing procedures |
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