Statistical inference for time-inhomogeneous volatility models

Danilo Mercurio; Vladimir Spokoiny

Year of publication:	2002
Authors:	Mercurio, Danilo ; Spokojnyj, Vladimir G.
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| USA \| United States \| Schätzung \| Estimation \| Wechselkurs \| Exchange rate

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