An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (Q3019487): Difference between revisions
From MaRDI portal
Latest revision as of 09:04, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach |
scientific article |
Statements
An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (English)
0 references
28 July 2011
0 references
high-frequency data
0 references
local polynomial model
0 references
non-parametric estimation
0 references
stock index
0 references
volatility function
0 references
0 references
0 references
0 references