Semiparametric diffusion estimation and application to a stock market index

Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät. Wolfgang Härdle ...

Year of publication:	2001
Other Persons:	Härdle, Wolfgang (contributor)
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Zeitreihenanalyse \| Time series analysis \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Börsenkurs \| Share price \| Aktienindex \| Stock index \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Schätzung \| Estimation \| Theorie \| Theory \| USA \| United States \| Bootstrap-Verfahren \| Bootstrap approach \| 1976-1997

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