Showing 1 - 10 of 12,427
Persistent link: https://www.econbiz.de/10013396176
Persistent link: https://www.econbiz.de/10000869952
Persistent link: https://www.econbiz.de/10000948182
This paper brings together the theory and practice of local linear kernel hazard estimation. Bandwidth selection is …
Persistent link: https://www.econbiz.de/10013046367
Persistent link: https://www.econbiz.de/10003317717
Persistent link: https://www.econbiz.de/10003951628
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...
Persistent link: https://www.econbiz.de/10003953034
Persistent link: https://www.econbiz.de/10003601695
Persistent link: https://www.econbiz.de/10003746012
Persistent link: https://www.econbiz.de/10003725309