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Optimal statistical decisions about some alternative financial models

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    SYSNO0079841
    TitleOptimal statistical decisions about some alternative financial models
    TitleOptimální statistické rozhodování o některých alternatívních finančních modelech
    Author(s) Vajda, Igor (UTIA-B)
    Stummer, W. (DE)
    Source Title Journal of Econometrics. Roč. 137, č. 2 (2007), s. 441-471. - : Elsevier
    Document TypeČlánek v odborném periodiku
    Grant 1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS), CZ - Czech Republic
    GA201/02/1391 GA ČR - Czech Science Foundation (CSF)
    IAA1075403 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryNL
    Keywords Black-Scholes-Merton models * Relative entropies * Power divergences * Hellinger intergrals * Total variation distance * Bayesian decisions * Neyman-Pearson testing
    Permanent Linkhttp://hdl.handle.net/11104/0144385
     
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