A selective overview of nonparametric methods in financial econometrics (Q2381754)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A selective overview of nonparametric methods in financial econometrics |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A selective overview of nonparametric methods in financial econometrics |
scientific article |
Statements
A selective overview of nonparametric methods in financial econometrics (English)
0 references
18 September 2007
0 references
asset pricing
0 references
diffusion
0 references
drift
0 references
GLR tests
0 references
simulations
0 references
state price density
0 references
time-inhomogeneous model
0 references
transition density
0 references
volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
