A GENERAL METHODS OF MOMENTS FOR ESTIMATING THE PARAMETERS OF STOCHASTIC PROCESSES FOR ASSET PRICES: AN APPLICATION TO THE JUMP-DIFFUSION PROCESS OF OIL FUTURES

Andrew Powell

Economics Series Working Papers from University of Oxford, Department of Economics

Keywords: commodity prices; stochastic processes; economic models (search for similar items in EconPapers)
Pages: 13 pages
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:oxf:wpaper:9976

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