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Q5323644 - MaRDI portal

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scientific article; zbMATH DE number 5586092
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English
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scientific article; zbMATH DE number 5586092

    Statements

    author
    Yan Yu
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    Hua Wang
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    Min Li
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    Ke-ming Yu
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    publication date
    23 July 2009
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    zbMATH Keywords
    bandwidth selection
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    kernel smoothing
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    local linear
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    option pricing
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    penalized likelihood
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    VaR
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    variance estimation
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    volatility
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    value at risk
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    62G05
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    62G20
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    62P05
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    65C60
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    zbMATH DE Number
    5586092
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