Title of article
A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Author/Authors
K. C. John Wei، نويسنده , , Raymond Chiang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
17
From page
445
To page
461
Keywords
Volatility , Price limits , Generalized method of moments (GMM) estimator , \Instrumental-variables (IV)estimator
Journal title
Pacific-Basin Finance Journal
Serial Year
2004
Journal title
Pacific-Basin Finance Journal
Record number
249394
Link To Document