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A General Methods Of Moments For Estimating The Parameters Of Stochastic Processes For Asset Prices: An Application To The Jump-Diffusion Process Of Oil Futures

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Author Info
POWELL, A.

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Abstract

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Publisher Info
Paper provided by University of Oxford, Department of Economics in its series Economics Series Working Papers with number 9976.

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Length: 13 pages
Date of creation: 1989
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Handle: RePEc:oxf:wpaper:9976

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Related research
Keywords: commodity prices stochastic processes economic models

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This page was last updated on 2008-11-17.

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