MISCELLANEA - Nonparametric Estimation of Volatility Functions: The Local Exponential Estimator
| Year of publication: |
2002
|
|---|---|
| Authors: | Ziegelmann, Flavio A. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 18.2002, 4, p. 985-992
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