Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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