A selective overview of nonparametric methods in financial econometrics (Q2381754): Difference between revisions
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Revision as of 00:11, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A selective overview of nonparametric methods in financial econometrics |
scientific article |
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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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