Estimating the diffusion coefficient function for a diversified world stock index (Q434882)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating the diffusion coefficient function for a diversified world stock index |
scientific article; zbMATH DE number 6056954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the diffusion coefficient function for a diversified world stock index |
scientific article; zbMATH DE number 6056954 |
Statements
Estimating the diffusion coefficient function for a diversified world stock index (English)
0 references
16 July 2012
0 references
diffusion coefficient function
0 references
diversified world stock index
0 references
square root process
0 references
nonparametric estimation
0 references
kernel density
0 references