Estimation of the volatility persistence in a discretly observed diffusion model
M. Rosenbaum
| Year of publication: |
2006
|
|---|---|
| Authors: | Rosenbaum, Mathieu |
| Publisher: |
[Paris] |
| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility |
| Extent: | 32 S. |
|---|---|
| Series: | Série des documents de travail / Centre de Recherche en Économie et Statistique. - [S.l.], ZDB-ID 2422449-2. - Vol. 2006,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Internetausg.: http://www.crest.fr/doctravail/document/2006-02.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003342570