Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling
Year of publication: |
2004-11
|
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Authors: | Reno', Roberto |
Institutions: | Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | German |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C6 - Mathematical Methods and Programming ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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