Nonparametric Modeling in Financial Time Series
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Publication:3646987
DOI10.1007/978-3-540-71297-8_40zbMath1179.62150OpenAlexW2153213534MaRDI QIDQ3646987
Jürgen Franke, Enno Mammen, Jens-Peter Kreiss
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_40
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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