Generalized transform analysis of affine processes and applications in finance
Year of publication: |
2012
|
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Authors: | Chen, Hui ; Joslin, Scott |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 7, p. 2225-2256
|
Subject: | Finanzmarkt | Financial market | Lohn | Wages | Kapitaleinkommen | Capital income | Risiko | Risk | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | USA | United States | 1947-2010 |
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