Nonparametric filtering of conditional state-price densities
Year of publication: |
2020
|
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Authors: | Dalderop, Jeroen |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 2, p. 295-325
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Subject: | High-frequency data | Kernel regression | Option pricing | Random sampling times | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Stichprobenerhebung | Sampling | Regressionsanalyse | Regression analysis |
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