Nonparametric methods for volatility density estimation
Bert van Es, Peter Spreij, and Harry van Zanten
| Year of publication: |
2011
|
|---|---|
| Authors: | Es, Bert van ; Spreij, Peter ; Zanten, Harry van |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 293-312
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008991285