The shape of small sample biases in pricing kernel estimations
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Publication:4555119
DOI10.1080/14697688.2016.1258486zbMath1406.62121OpenAlexW3121277232MaRDI QIDQ4555119
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1258486
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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