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~person:"Li, Zheng"
~subject:"Estimation"
~subject:"Interest rate derivative"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~subject:"World"
~type_genre:"Konferenzbeitrag"
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Optimal smoothing in nonparametric conditional quantile derivative function estimation
Lin, Wei
;
Cai, Zongwu
;
Li, Zheng
;
Su, Li
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011503661
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