Nonparametric estimation methods of integrated multivariate volatilities
Toshiya Hoshikawa, Keiji Nagai, Taro Kanatani and Yoshihiko Nishiyama
| Year of publication: |
2008
|
|---|---|
| Authors: | Hoshikawa, Toshiya ; Nagai, Keiji ; Kanatani, Taro ; Nishiyama, Yoshihiko |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 112-138
|
| Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Japan | 2000 |
| 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://ebvufind01.dmz1.zbw.eu/10003761218