Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Comment: A selective overview of nonparametric methods in financial econometrics - MaRDI portal

Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Comment: A selective overview of nonparametric methods in financial econometrics
scientific article

    Statements

    title
    Comment: A selective overview of nonparametric methods in financial econometrics (English)
    0 references
    author
    Peter C. B. Phillips
    0 references
    Jun Yu
    0 references
    publication date
    18 September 2007
    0 references
    zbMATH Keywords
    nonparametric method
    0 references
    continuous time models
    0 references
    financial time series
    0 references
    Jackknife
    0 references
    realized volatility
    0 references
    cites work
    Q3374323
    0 references
    Q3884866
    0 references
    Q5818906
    0 references
    Q5326928
    0 references
    Q5801713
    0 references
    Q4905685
    0 references
    Q4834284
    0 references
    Q4772597
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    62G05
    0 references
    91B28
    0 references
    zbMATH DE Number
    5191844
    0 references
    OpenAlex ID
    W1980254050
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2381755&oldid=34991660"
    Powered by MediaWiki