Bias in the estimation of mean reversion in continuous-time Lévy processes
Work
Year: 2015
Type: article
Source: Economics Letters
Authors Yong Bao, Aman Ullah, Yun Wang, Jun Yu
Institutions Purdue University West Lafayette, University of California, Riverside, University of International Business and Economics, Singapore Management University
Cites: 13
Cited by: 5
Related to: 10
FWCI: 1.15
Citation percentile (by year/subfield): 77.3
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funders University of International Business and Economics, Ministry of Education - Singapore, National Natural Science Foundation of China
Grant IDS CXTD4-01, MOE2011-T2-2-096, 71401032