Effects of estimation length on parameter estimates of geometric Brownian motion for log price dynamics
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概要
- 論文の詳細を見る
- 2004-08-16
著者
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Yoshimoto Atsushi
Graduate School Of Environmental Studies Tohoku University
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KATO Takashi
Shikoku Research Center, Forestry and Forest Products Research Institute
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Kato Takashi
Shikoku Research Center Forestry And Forest Products Research Institute