Semiparametric diffusion estimation and application to a stock market index
Year of publication: |
2001
|
---|---|
Authors: | Härdle, Wolfgang ; Kleinow, Torsten ; Korostelev, Alexander P. ; Logeay, Camille ; Platen, Eckhard |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Identification | Bootstrap | Diffusion | Continuous-time financial models | Semiparametric methods | Kernel smoothing |
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