Tilted nonparametric estimation of volatility functions with empirical applications
Year of publication: |
2011
|
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Authors: | Xu, Ke-li ; Phillips, Peter C. B. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 4, p. 518-528
|
Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
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