A selective overview of nonparametric methods in financial econometrics (Q2381754): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q586406 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jianqing Fan / rank | |||
Normal rank | |||
Revision as of 01:02, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A selective overview of nonparametric methods in financial econometrics |
scientific article |
Statements
A selective overview of nonparametric methods in financial econometrics (English)
0 references
18 September 2007
0 references
asset pricing
0 references
diffusion
0 references
drift
0 references
GLR tests
0 references
simulations
0 references
state price density
0 references
time-inhomogeneous model
0 references
transition density
0 references
volatility
0 references
