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scientific article
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scientific article

    Statements

    author
    Tze Leung Lai
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    Haipeng Xing
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    publication date
    28 May 2008
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    91G70
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    62-01
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    62G08
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    91B84
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    zbMATH DE Number
    5280442
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    zbMATH Keywords
    time series modeling
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    Bayesian econometrics
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    bootstrapping
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    nonparametric regression
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    option pricing
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    multivariate financial econometrics
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