A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
/ Xibin Zhang; Robert D. Brooks; Maxwell L. King
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhang, Xibin ; Brooks, Robert ; King, Maxwell L. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 153.2009, 1, p. 21-32
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Bootstrap-Verfahren | Bootstrap approach | Multiple Regression | Multiple regression | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892641