Bias in the Estimation of Mean Reversion in Continuous-Time Lévy Processes
Year of publication: |
2016
|
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Authors: | Bao, Yong |
Other Persons: | Ullah, Aman (contributor) ; Wang, Yun (contributor) ; Yu, Jun (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Mean Reversion | Mean reversion | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Optionspreistheorie | Option pricing theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economics Letters, 2015, vol. 134, 16-19 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 25, 2015 erstellt Volltext nicht verfügbar |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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