Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252): Difference between revisions

@@ Property / author @@
-Q262834
@@ Property / author: Q262834 / rank @@
-Normal rank
@@ Property / author @@
-Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
-Normal rank
@@ Property / author @@
+Adonis John Yatchew
@@ Property / author: Adonis John Yatchew / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2005.06.031
+Normal rank
@@ Property / OpenAlex ID @@
+W2052109821
@@ Property / OpenAlex ID: W2052109821 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Pricing of Interest Rate Derivative Securities
+Normal rank
@@ Property / cites work @@
+Nonparametric option pricing under shape restrictions
+Normal rank
@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of American options' exercise boundaries and call prices
+Normal rank
@@ Property / cites work @@
+American options with stochastic dividends and volatility: a nonparametric investigation
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Dynamics of implied volatility surfaces
@@ Property / cites work: Dynamics of implied volatility surfaces / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
+Normal rank
@@ Property / cites work @@
+Pricing and hedging derivative securities with neural networks and a homogeneity hint
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999325
@@ Property / cites work: Q3999325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4543840
@@ Property / cites work: Q4543840 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple consistent bootstrap test for a parametric regression function
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal rates of convergence for nonparametric estimators
+Normal rank
@@ Property / cites work @@
+Optimal global rates of convergence for nonparametric regression
+Normal rank
@@ Property / cites work @@
+Q3996207
@@ Property / cites work: Q3996207 / rank @@
+Normal rank
@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
+Normal rank
@@ Property / cites work @@
+Semiparametric Regression for the Applied Econometrician
+Normal rank
@@ Property / cites work @@
+A consistent test of functional form via nonparametric estimation techniques
+Normal rank