Dynamic semiparametric factor models in risk neutral density estimation
Enzo Giacomini; Wolfgang Härdle; Volker Krätschmer
| Year of publication: |
2009
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|---|---|
| Authors: | Giacomini, Enzo ; Härdle, Wolfgang ; Krätschmer, Volker |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 93.2009, 4, p. 387-402
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| Subject: | dimension reduction | Faktorenanalyse | Factor analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Schätzung | Estimation | Aktienoption | Stock option | Risikoneutralität | Risk neutrality | Statistische Verteilung | Statistical distribution | Deutschland | Germany |
| 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/10003910560