A selective overview of nonparametric methods in financial econometrics (Q2381754): Difference between revisions

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A selective overview of nonparametric methods in financial econometrics
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    A selective overview of nonparametric methods in financial econometrics (English)
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    18 September 2007
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    asset pricing
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    diffusion
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    drift
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    GLR tests
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    simulations
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    state price density
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    time-inhomogeneous model
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    transition density
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    volatility
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