مرکز منطقه ای اطلاع رساني علوم و فناوري - Evaluating implied RNDs by some new confidence interval estimation techniques

Title of article :

Evaluating implied RNDs by some new confidence interval estimation techniques

Author/Authors :

Magnus Andersson، نويسنده , , Magnus Lomakka، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

1535

To page :

1557

Keywords :

Confidence intervals , Implied risk-neutral distribution , Bootstrap

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193742

Link To Document :