Nonparametric volatility density estimation (Q1433460)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonparametric volatility density estimation
scientific article

    Statements

    Nonparametric volatility density estimation (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    18 June 2004
    0 references
    deconvolution
    0 references
    kernel estimators
    0 references
    mixing
    0 references
    stochastic volatility models
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references