Non-structural approach to implied moments extraction
Tea Šestanović, Josip Arnerić and Zdravka Aljinović
| Year of publication: |
2018
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|---|---|
| Authors: | Šestanović, Tea ; Arnerić, Josip ; Aljinović, Zdravka |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 31.2018, 1,2, p. 1923-1939
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| Subject: | Edgeworth expansions | implied moments | mixture of two log-normals | Shimko's model | Momentenmethode | Method of moments | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2018.1530607 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391913