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المؤلفون: Xinyu Wu, Shouyang Wang, Hailin Zhou
المصدر: Economic research-Ekonomska istraživanja
Volume 31.
Issue 1مصطلحات موضوعية: Market prices of risks, G.A.R.C.H. diffusion model, option pricing, efficient importance sampling, maximum likelihood, particle filter, Economics and Econometrics, Valuation of options, Maximum likelihood, 0502 economics and business, 05 social sciences, Economics, Econometrics, Market price, 050207 economics, Volatility (finance), 050205 econometrics
وصف الملف: application/pdf
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المؤلفون: Xinyu Wu, Xindan Li, Haibin Xie
المصدر: Economic research-Ekonomska istraživanja
Volume 32
Issue 1
Ekonomska Istraživanja, Vol 32, Iss 1, Pp 1922-1943 (2019)مصطلحات موضوعية: Economics and Econometrics, Index (economics), pricing kernel, lcsh:Regional economics. Space in economics, Empirical probability, Pricing kernel, probability weighting, rank-dependent utility, option prices, G.A.R.C.H. diffusion mode, lcsh:HD72-88, lcsh:HT388, Weighting, lcsh:Economic growth, development, planning, Stochastic discount factor, Option market, Econometrics, g.a.r.c.h. diffusion model, Expected utility hypothesis, Mathematics
وصف الملف: application/pdf
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3دورية أكاديمية
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4دورية أكاديمية
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تسجيل الدخول للوصول الكامل. -
5مورد إلكتروني
المصدر: Economic research - Ekonomska istraživanja; ISSN 1331-677X (Print); ISSN 1848-9664 (Online); Volume 31.; Issue 1
مصطلحات الفهرس: Market prices of risks; G.A.R.C.H. diffusion model; option pricing; efficient importance sampling; maximum likelihood; particle filter, text, info:eu-repo/semantics/article, info:eu-repo/semantics/publishedVersion
URL:
https://hrcak.srce.hr/200638 https://hrcak.srce.hr/file/295426
info:eu-repo/semantics/altIdentifier/doi/10.1080/1331677X.2017.1421989
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