Applications of the characteristic function-based continuum GMM in finance (Q1927140)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Applications of the characteristic function-based continuum GMM in finance |
scientific article; zbMATH DE number 6119773
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Applications of the characteristic function-based continuum GMM in finance |
scientific article; zbMATH DE number 6119773 |
Statements
Applications of the characteristic function-based continuum GMM in finance (English)
0 references
30 December 2012
0 references
autoregressive variance gamma model
0 references
continuum of moments conditions
0 references
simulation
0 references
stable distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7572889924049377
0 references
0.7452996969223022
0 references
0.7452995181083679
0 references
0.7278825640678406
0 references
0.7278825640678406
0 references
