Uniform confidence bands for pricing kernels
Year of publication: |
2015
|
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Authors: | Härdle, Wolfgang ; Okhrin, Yarema ; Wang, Weining |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 2, p. 376-413
|
Subject: | empirical pricing kernel | confidence band | bootstrap | kernel smoothing | nonparametric fitting | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Anlageverhalten | Behavioural finance |
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