A model-free, non-parametric method for density determination, with application to asset returns (Q2156154)
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scientific article; zbMATH DE number 7558230
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| English | A model-free, non-parametric method for density determination, with application to asset returns |
scientific article; zbMATH DE number 7558230 |
Statements
A model-free, non-parametric method for density determination, with application to asset returns (English)
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15 July 2022
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density estimation
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returns
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percent error
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Laplace transform
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maximum entropy
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fractional moments
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0.7459193468093872
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0.7251034379005432
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0.7171501517295837
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0.7159004211425781
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0.7117582559585571
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