scientific article; zbMATH DE number 5688778

zbMATH Open1187.91001MaRDI QIDQ3550593FDOQ3550593

Authors: Christian Höhenrieder 

Publication date: 31 March 2010

Title of this publication is not available (Why is that?)

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

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)

Cited In (4)

• Title not available (Why is that?)
• Quantifying the cost of simultaneous non-parametric approximation of several samples
• Multiscale Change Point Inference
• A data-dependent approach to modeling volatility in financial time series

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)