Maximum likelihood estimation of the double exponential jump-diffusion process
Cyrus a. Ramezani; Yong Zeng
| Year of publication: |
2007
|
|---|---|
| Authors: | Ramezani, Cyrus A. ; Zeng, Yong |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 3.2007, 4, p. 487-507
|
| Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003529812