๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimating the Mean-reverting Component in Stock Prices: A Cross-country comparison

โœ Scribed by Liam A. Gallagher; Lucio Sarno; Mark P. Taylor


Book ID
108538590
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
557 KB
Volume
44
Category
Article
ISSN
0036-9292

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Estimation of the Mean in a Variance Com
โœ Dr. R. Trommer ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 475 KB ๐Ÿ‘ 2 views

We consider two simple estimators of the mean p in a variance component model (one-way classification, unbalanced case) 1 1 FI=; 7 Yjk; F2=; 2 g j \* ## I I n dependence of the estimation procedure (ANOVA, MINQ, sampling theory) we obtain several different estimators for t h e variances of pl and