Let's Get LADE : Robust Estimation of Semiparametric Multiplicative Volatility Models
Year of publication: |
2013
|
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Authors: | Koo, Bonsoo |
Other Persons: | Linton, Oliver B. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2133079 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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Let's Get Lade : Robust Estimation of Semiparametric Multiplicative Volatility Models
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