NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622)
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scientific article; zbMATH DE number 5675280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH |
scientific article; zbMATH DE number 5675280 |
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NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (English)
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26 February 2010
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boundary effect
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local linear estimator
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drift
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bandwidth
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