Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
| Year of publication: |
2011
|
|---|---|
| Authors: | Xu, Ke-Li ; Phillips, Peter C. B. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 4, p. 518-528
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009358102