Härdle, Wolfgang Karl; Okhrin, Yarema; Wang, Weining - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
. Particularly, to evaluate the overall variation of the pricing kernel, we develop a uniform confidence band of the EPK. Furthermore …, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …