scientific article; zbMATH DE number 6747017
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Publication:5277455
DOI10.13383/J.CNKI.JSE.2016.05.008zbMath1374.62146MaRDI QIDQ5277455
Publication date: 14 July 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic volatilitysemiparametric estimationkernel estimation methodlong-term average valueshort term interest rate model
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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