Semiparametric diffusion estimation and application to a stock market index (Q3518390): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric diffusion estimation and application to a stock market index |
scientific article |
Statements
Semiparametric diffusion estimation and application to a stock market index (English)
0 references
7 August 2008
0 references
diffusion
0 references
identification
0 references
continuous-time financial models
0 references
semiparametric methods
0 references
kernel smoothing
0 references
bootstrap
0 references
