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Estimating the diffusion coefficient function for a diversified world stock index - MaRDI portal

Estimating the diffusion coefficient function for a diversified world stock index (Q434882)

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scientific article; zbMATH DE number 6056954
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Estimating the diffusion coefficient function for a diversified world stock index
scientific article; zbMATH DE number 6056954

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    Estimating the diffusion coefficient function for a diversified world stock index (English)
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    16 July 2012
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    diffusion coefficient function
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    diversified world stock index
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    square root process
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    nonparametric estimation
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    kernel density
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