Estimating the diffusion coefficient function for a diversified world stock index (Q434882): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Nonparametric Pricing of Interest Rate Derivative Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum penalized likelihood estimation. Vol. 1: Density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5563807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5808714 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On estimating the diffusion coefficient from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4695794 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4335866 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric and semiparametric models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum penalized quasi-likelihood estimation of the diffusion function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimation in diffusion processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non‐parametric Kernel Estimation of the Coefficient of a Diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Brief Survey of Bandwidth Selection for Density Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal Capital Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2741121 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage in continuous complete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4925779 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical evidence on Student-\(t\) log-returns of diversified world stock indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272483 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non parametric estimation of the diffusion coefficient of a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Analysis of Financial Data in S-Plus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865051 / rank
 
Normal rank

Latest revision as of 11:02, 5 July 2024

scientific article
Language Label Description Also known as
English
Estimating the diffusion coefficient function for a diversified world stock index
scientific article

    Statements

    Estimating the diffusion coefficient function for a diversified world stock index (English)
    0 references
    0 references
    0 references
    16 July 2012
    0 references
    diffusion coefficient function
    0 references
    diversified world stock index
    0 references
    square root process
    0 references
    nonparametric estimation
    0 references
    kernel density
    0 references
    0 references
    0 references
    0 references

    Identifiers