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Order selection of continuous time models: Applications to estimation of risk premiums.

Authors :
Basak, G.
Ngai Hang Chan
Lee, P.P.K.
Source :
2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings; 2003, p293-300, 8p
Publication Year :
2003

Details

Language :
English
ISBNs :
9780780376540
Database :
Complementary Index
Journal :
2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings
Publication Type :
Conference
Accession number :
81339247
Full Text :
https://doi.org/10.1109/CIFER.2003.1196274