Dynamic semiparametric factor models in risk neutral density estimation (Q5962990)
From MaRDI portal
scientific article; zbMATH DE number 6545778
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic semiparametric factor models in risk neutral density estimation |
scientific article; zbMATH DE number 6545778 |
Statements
Dynamic semiparametric factor models in risk neutral density estimation (English)
0 references
25 February 2016
0 references
dynamic factor models
0 references
dimension reduction
0 references
risk neutral density
0 references
0 references
0 references