Nonparametric estimation of stochastic volatility models (Q1929062): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of stochastic volatility models |
scientific article |
Statements
Nonparametric estimation of stochastic volatility models (English)
0 references
7 January 2013
0 references
nonparametric estimation
0 references
stochastic volatility
0 references
realized volatility
0 references
