Estimation of affine asset pricing models using the empirical characteristic function (Q5939360)
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scientific article; zbMATH DE number 1625741
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| English | Estimation of affine asset pricing models using the empirical characteristic function |
scientific article; zbMATH DE number 1625741 |
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Estimation of affine asset pricing models using the empirical characteristic function (English)
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5 December 2001
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affine asset pricing
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efficient estimation
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empirical characteristic function
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conditional characteristic function
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affine diffusion
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0.7857629060745239
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0.7509274482727051
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0.7467398643493652
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0.7466357350349426
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0.7466357350349426
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