Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636)
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scientific article
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| English | Estimation of a multivariate stochastic volatility density by kernel deconvolution |
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Estimation of a multivariate stochastic volatility density by kernel deconvolution (English)
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14 March 2011
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stochastic volatility models
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multivariate density estimation
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kernel estimator
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deconvolution
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mixing
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0.8879467844963074
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0.8520306944847107
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0.8226278424263
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0.8188020586967468
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0.8137679100036621
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