Parametric and nonparametric models and methods in financial econometrics (Q975560)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric and nonparametric models and methods in financial econometrics |
scientific article |
Statements
Parametric and nonparametric models and methods in financial econometrics (English)
0 references
9 June 2010
0 references
diffusion model
0 references
hidden Markov model
0 references
jump diffusion model
0 references
Markov chain
0 references
model validation
0 references
nonlinear time series
0 references
nonparametric density estimate
0 references
nonparametric curve estimate
0 references
stochastic differential equation
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
