Efficient nonparametric estimation and inference for the volatility function (Q5384667)
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scientific article; zbMATH DE number 7072661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient nonparametric estimation and inference for the volatility function |
scientific article; zbMATH DE number 7072661 |
Statements
Efficient nonparametric estimation and inference for the volatility function (English)
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24 June 2019
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nonparametric volatility estimation
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optimal bandwidth estimation
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confidence intervals
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testing for symmetry
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