Nonparametric filtering of conditional state-price densities
Jeroen Dalderop
| Year of publication: |
2020
|
|---|---|
| Authors: | Dalderop, Jeroen |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 2, p. 295-325
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| Subject: | High-frequency data | Kernel regression | Option pricing | Random sampling times | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.05.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438391