Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (Q2873949)
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scientific article; zbMATH DE number 6251043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter |
scientific article; zbMATH DE number 6251043 |
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Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter (English)
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28 January 2014
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local linear estimator
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optimal bandwidth
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volatility function
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variable smoothing parameter
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