Stock prices as branching processes in random environments: estimation
Author:
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610919908813587
Reference9 articles.
1. On Branching Processes with Random Environments: I: Extinction Probabilities
2. Statistical inference for branching processes with an increasing random number of ancestors
3. Stock prices as branching processes
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4. Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process;Journal of Mathematical Inequalities;2020
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