Pages that link to "Item:Q2227411"
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The following pages link to Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation (Q2227411):
Displaying 4 items.
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- Estimating the term structure of commodity market preferences (Q2286907) (← links)
- An alternative method to estimate parameters in modelling the behaviour of commodity prices (Q5001194) (← links)