Nonparametric prediction for the time-dependent volatility of the security price (Q1000391): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Choosing a kernel regression estimator. With comments and a rejoinder by the authors / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3374309 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5445942 / rank | |||
Normal rank | |||
Latest revision as of 00:39, 29 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric prediction for the time-dependent volatility of the security price |
scientific article |
Statements
Nonparametric prediction for the time-dependent volatility of the security price (English)
0 references
6 February 2009
0 references
time-dependent volatility
0 references
nonparametric prediction
0 references
kernel methods
0 references
0 references
