Aggregation of nonparametric estimators for volatility matrix
Jianqing Fan; Yingying Fan; Jinchi Lv
| Year of publication: |
2007
|
|---|---|
| Authors: | Fan, Jianqing ; Fan, Yingying ; Lv, Jinchi |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 3, p. 321-357
|
| Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Aggregation | Staatspapier | Government securities | Theorie | Theory | USA | United States | 1985-2005 |
| 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/10003518410