An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach (Q3019487): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/02664763.2010.505947 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2012811676 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Distribution of Realized Exchange Rate Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Post-'87 crash fears in the S\&P 500 futures option market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Reexamination of Diffusion Estimators With Applications to Financial Model Validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Effective Bandwidth Selector for Local Least Squares Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865051 / rank
 
Normal rank

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
    0 references
    0 references
    28 July 2011
    0 references
    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