Semiparametric diffusion estimation and application to a stock market index
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Publication:3518390
DOI10.1080/14697680601026998zbMath1140.91463OpenAlexW1975679657MaRDI QIDQ3518390
Torsten Kleinow, Camille Logeay, Eckhard Platen, Alexander Korostelev, Wolfgang Karl Härdle
Publication date: 7 August 2008
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/4184
identificationbootstrapdiffusionkernel smoothingsemiparametric methodscontinuous-time financial models
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Bootstrap Methods for Time Series, Switching processes in financial markets, Switching phenomena in a system with no switches
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