Nonparametric Methods for Volatility Density Estimation (Q5198564)
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scientific article; zbMATH DE number 5936952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Methods for Volatility Density Estimation |
scientific article; zbMATH DE number 5936952 |
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Nonparametric Methods for Volatility Density Estimation (English)
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8 August 2011
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stochastic volatility models
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deconvolution
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density estimation
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kernel estimator
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wavelets
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minimum contrast estimatio
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mixing
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