Uniform confidence bands for pricing kernels
Year of publication: |
2010
|
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Authors: | Härdle, Wolfgang Karl ; Okhrin, Yarema ; Wang, Weining |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Optionspreistheorie | Kapitalertrag | Risikoaversion | Nichtparametrisches Verfahren | Schätztheorie | Theorie | Schätzung | Aktienoption | Deutschland | Empirical Pricing Kernel | Confidence band | Bootstrap | Kernel Smoothing | Nonparametric |
Series: | SFB 649 Discussion Paper ; 2010,003 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 623834472 [GVK] hdl:10419/39318 [Handle] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C14 - Semiparametric and Nonparametric Methods ; J01 - Labor Economics: General ; J31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc |
Source: |
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