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Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators - MaRDI portal

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Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators (Q2893074)

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scientific article; zbMATH DE number 6049736
Language Label Description Also known as
English
Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators
scientific article; zbMATH DE number 6049736

    Statements

    title
    Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators (English)
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    author
    Jimmy E. Hilliard
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    Jitka Hilliard
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    publication date
    25 June 2012
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    zbMATH Keywords
    American options
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    American style derivative securities
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    applied econometrics
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    applied investment analysis
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    applied mathematical finance
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    Black-Scholes model
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    Identifiers

    zbMATH DE Number
    6049736
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    OpenAlex ID
    W2030744374
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