Estimation of continuous-time processes via the empirical characteristic function
Year of publication: |
2002
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Authors: | Jiang, George J. ; Knight, John L. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 2, p. 198-212
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Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution | Momentenmethode | Method of moments |
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