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subject:"Nichtparametrisches Verfahren"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Härdle, Wolfgang"
~subject:"Option pricing theory"
~subject:"nonparametric fitting"
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Nichtparametrisches Verfahren
Option pricing theory
nonparametric fitting
Estimation theory
2
Schätztheorie
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Anlageverhalten
1
Behavioural finance
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Multivariate Analyse
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Multivariate analysis
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Optionspreistheorie
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bootstrap
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confidence band
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empirical pricing kernel
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kernel smoothing
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Härdle, Wolfgang
Barndorff-Nielsen, Ole E.
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Denuit, Michel
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
16
Discussion papers of interdisciplinary research project 373
10
CORE discussion paper : DP
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Center for Economic Research, Tilburg University
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Econometrics papers
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Economics essays : a Festschrift for Werner Hildenbrand
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Finance and stochastics
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International journal of theoretical and applied finance
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Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
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