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A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits

✍ Scribed by K.C.John Wei; Raymond Chiang

Book ID: 116816745
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 175 KB
Volume: 12
Category: Article
ISSN: 0927-538X
DOI: 10.1016/j.pacfin.2004.01.001

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✍ Charlie Hallahan 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 637 KB