Back to Results
First PageMeta Content
Business / Percentile / Eurodollar / Volatility / Option / Estimation / SAT / Federal funds rate / Statistics / Finance / Summary statistics


Results of the Estimation of Implied PDFs from a Common Dataset William R. Melick A part of the June 14, 1999 BIS workshop involved estimation of implied probability density functions (pdfs) by a number of participants u
Add to Reading List

Document Date: 2005-12-12 06:16:57


Open Document

File Size: 223,39 KB

Share Result on Facebook

Company

Econometric Software / /

IndustryTerm

by-product / optimization algorithm / particular solution algorithm / bank economists / /

Organization

US Federal Reserve / /

Person

William R. Melick / Charles P. Thomas / /

Position

researcher / /

PublishedMedium

Journal of Financial and Quantitative Analysis / Journal of Economic Literature / /

Technology

3 algorithms / particular solution algorithm / optimization algorithm / PDF / /

SocialTag