Publication:3499189
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zbMath1149.62086MaRDI QIDQ3499189
Publication date: 28 May 2008
option pricing; nonparametric regression; bootstrapping; Bayesian econometrics; time series modeling; multivariate financial econometrics
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91B84: Economic time series analysis
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
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