Nonparametric volatility density estimation for discrete time models (Q4651100)
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scientific article; zbMATH DE number 2135455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric volatility density estimation for discrete time models |
scientific article; zbMATH DE number 2135455 |
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Nonparametric volatility density estimation for discrete time models (English)
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21 February 2005
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stochastic volatility models
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kernel estimator
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deconvolution
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mixing
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