Kernel deconvolution of stochastic volatility models (Q4677031)
From MaRDI portal
scientific article; zbMATH DE number 2169603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel deconvolution of stochastic volatility models |
scientific article; zbMATH DE number 2169603 |
Statements
Kernel deconvolution of stochastic volatility models (English)
0 references
20 May 2005
0 references
deconvolution kernel estimator
0 references
errors-in-variables model
0 references
asymptotic behavior
0 references
0 references
