Semiparametric diffusion estimation and application to a stock market index
Year of publication: |
2008
|
---|---|
Authors: | Hardle, Wolfgang ; Kleinow, Torsten ; Korostelev, Alexander ; Logeay, Camille ; Platen, Eckhard |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 1, p. 81-92
|
Publisher: |
Taylor & Francis Journals |
Subject: | Diffusion | Identification | Continuous-time financial models | Semiparametric methods | Kernel smoothing | Bootstrap |
-
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, (2001)
-
Semiparametric Diffusion Estimation and Application to a Stock Market Model
Hardle, Wolfgang, (2001)
-
Testing the diffusion coefficient
Kleinow, Torsten, (2002)
- More ...
-
Semiparametric Diffusion Estimation and Application to a Stock Market Model
Hardle, Wolfgang, (2001)
-
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, (2001)
-
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang, (2001)
- More ...