Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745)
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scientific article; zbMATH DE number 447132
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulated Moments Estimation of Markov Models of Asset Prices |
scientific article; zbMATH DE number 447132 |
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Simulated Moments Estimation of Markov Models of Asset Prices (English)
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20 December 1993
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generalized method of moments
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uniform strong law of large numbers
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model estimation
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asymptotic normality
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simulated moments estimator
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asset- pricing models
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time-homogeneous Markov process
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dynamic asset-pricing
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stochastic growth model
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parameter dependency
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geometric ergodicity
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weak consistency
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modulus-of-continuity conditions
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strong consistency
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asymptotic distribution
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0.90729535
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0.8759983
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0.8759609
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0.87061274
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0.8694821
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