The inference of the variance function of a stock price process.

zbMATH Open1050.91519MaRDI QIDQ2709366

Qingxian Xiao, Zukang Zheng

Publication date: 9 April 2001

Published in: Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes (62M99)

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