Semiparametric diffusion estimation and application to a stock market index (Q3518390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric diffusion estimation and application to a stock market index |
scientific article |
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Semiparametric diffusion estimation and application to a stock market index (English)
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7 August 2008
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diffusion
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identification
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continuous-time financial models
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semiparametric methods
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kernel smoothing
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bootstrap
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