Estimating the diffusion coefficient function for a diversified world stock index (Q434882): 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 00:15, 5 March 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
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
