Estimating the diffusion coefficient function for a diversified world stock index (Q434882): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6056954 / rank | |||
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diffusion coefficient function | |||
| Property / zbMATH Keywords: diffusion coefficient function / rank | |||
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diversified world stock index | |||
| Property / zbMATH Keywords: diversified world stock index / rank | |||
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square root process | |||
| Property / zbMATH Keywords: square root process / rank | |||
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nonparametric estimation | |||
| Property / zbMATH Keywords: nonparametric estimation / rank | |||
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kernel density | |||
| Property / zbMATH Keywords: kernel density / rank | |||
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Revision as of 23:44, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the diffusion coefficient function for a diversified world stock index |
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Estimating the diffusion coefficient function for a diversified world stock index (English)
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16 July 2012
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diffusion coefficient function
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diversified world stock index
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square root process
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nonparametric estimation
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kernel density
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