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scientific article; zbMATH DE number 5586092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5586092 |
Statements
23 July 2009
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bandwidth selection
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kernel smoothing
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local linear
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option pricing
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penalized likelihood
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VaR
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variance estimation
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volatility
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value at risk
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