Publication:3499189
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zbMath1149.62086MaRDI QIDQ3499189
Publication date: 28 May 2008
option pricingnonparametric regressionbootstrappingBayesian econometricstime series modelingmultivariate financial econometrics
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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