Volatility and GMM: Monte Carlo studies and empirical estimations
Year of publication: |
1996
|
---|---|
Authors: | Nagel, Hartmut ; Schöbel, Rainer |
Publisher: |
Tübingen : Eberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät |
Subject: | Volatilität | Schätztheorie | Simulation | Theorie |
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