scientific article; zbMATH DE number 5688778

MaRDI QIDQ3550593zbMATH OpenFDO

Authors Christian Höhenrieder

Publication date 31 March 2010

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Recommendations

• Nonparametric estimation of volatility and its parametric analogs
• scientific article; zbMATH DE number 5944098
• Non-parametric volatility estimation in continuous time
• Nonparametric methods for volatility density estimation
• Nonparametric modelling and estimation of stochastic volatility
• Nonparametric estimation of stochastic volatility models
• Nonparametric estimation for stochastic volatility models
• Nonparametric estimation for stochastic volatility models
• Non-parametric estimation of historical volatility
• Nonparametric volatility density estimation

Cited in

(4)

• scientific article; zbMATH DE number 5944098 (Why is no real title available?)
• Quantifying the cost of simultaneous non-parametric approximation of several samples
• A data-dependent approach to modeling volatility in financial time series
• Multiscale change point inference. With discussion and authors' reply

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3550593)