Parametric and nonparametric models and methods in financial econometrics (Q975560)
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scientific article; zbMATH DE number 5719264
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| English | Parametric and nonparametric models and methods in financial econometrics |
scientific article; zbMATH DE number 5719264 |
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Parametric and nonparametric models and methods in financial econometrics (English)
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9 June 2010
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diffusion model
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hidden Markov model
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jump diffusion model
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Markov chain
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model validation
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nonlinear time series
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nonparametric density estimate
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nonparametric curve estimate
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stochastic differential equation
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stochastic volatility
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0.93464607
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0.9328122
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0.9189333
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0.9044967
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0.8972191
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0.89715326
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0.8928202
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