Dynamic semiparametric factor models in risk neutral density estimation
| Year of publication: |
2009
|
|---|---|
| Authors: | Giacomini, Enzo ; Härdle, Wolfgang ; Krätschmer, Volker |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 93.2009, 4, p. 387-402
|
| Publisher: |
Springer |
| Subject: | Dynamic factor models | Dimension reduction | Risk neutral density |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491511