Modeling daily price limits - Chou, Pin-Huang (International review of financial analysis, 1999)
Keywords: Effects; Generalized method of moments; International finance; Mathematical models; Monte Carlo simulation; Securities regulations; Stock prices; Studies; Tobit censored regression model; Truncated regression model; C11; C13; C15; Tobit censored regression model; G10; Truncated regression model; Generalized method of moments; Monte Carlo simulation