Simulated moments estimation of Markov models of asset prices
Darrell Duffie; Kenneth J. Singleton
| Year of publication: |
1990
|
|---|---|
| Authors: | Duffie, Darrell |
| Other Persons: | Singleton, Kenneth J. (contributor) |
| Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | CAPM | Schätztheorie | Estimation theory |
| Extent: | 42 S. |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. - Vol. 87 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013452137