Adaptive estimation for a time inhomogeneous stochastic-volatility model
Year of publication: |
2000
|
---|---|
Authors: | Härdle, Wolfgang ; Spokojnyj, Vladimir G. ; Teyssière, Gilles |
Publisher: |
Berlin : Sonderforschungsbereich 373 |
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Deutschland | Germany | USA | United States | Großbritannien | United Kingdom |
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