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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Härdle, Wolfgang"
~subject:"Schätztheorie"
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Share price
United Kingdom
Schätztheorie
Börsenkurs
1
Core
1
Entropie
1
Entropy
1
Estimation
1
Estimation theory
1
Kullback-Leibler divergence
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Martingal
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Martingale
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Pricing kernel
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Schätzung
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Statistical distribution
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ill-posed problems
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risk neutral density
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Härdle, Wolfgang
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International journal of theoretical and applied finance
SFB 649 discussion paper
29
CORE discussion paper : DP
24
Discussion paper / A
23
Discussion papers of interdisciplinary research project 373
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Discussion paper / Center for Economic Research, Tilburg University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied quantitative finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics essays : a Festschrift for Werner Hildenbrand
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Finance and stochastics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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IRTG 1792 discussion paper
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Journal of econometrics
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Journal of forecasting
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Journal of productivity analysis
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Journal of the American Statistical Association : JASA
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Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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