Estimating the diffusion coefficient function for a diversified world stock index (Q434882)
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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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