Semiparametric Estimation in Continuous-Time : Asymptotics for Integrated Volatility Functionals With Small and Large Bandwidths
Year of publication: |
2018
|
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Authors: | Yang, Xiye |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3243457 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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