Nonparametric Estimation in a Stochastic Volatility Model

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Report in Wirtschaftsmathematik (WIMA Report) ; 37

Event: Veröffentlichung

(where): Kaiserslautern

(who): Technische Universität Kaiserslautern, Fachbereich Mathematik

(when): 1998

Creator: Franke, Jürgen
Härdle, Wolfgang
Kreiß, Jens-Peter

URN: urn:nbn:de:hbz:386-kluedo-10587

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:43 PM CET

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Franke, Jürgen
Härdle, Wolfgang
Kreiß, Jens-Peter
Technische Universität Kaiserslautern, Fachbereich Mathematik

Time of origin

1998

Other Objects (12)

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Nonparametric and semiparametric models

Discrete Time Option Pricing with Flexible Volatility Estimation

Nonparametric Estimation of Risk-Neutral Densities

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap

Nonparametric Estimation of Additive Models withHomogeneous Components

Nonparametric Productivity Analysis

Hochschulschrift

Nichtparametrische robuste Regressionsanalyse

Common Functional Implied Volatility Analysis

Volatility Investing with Variance Swaps

A Consistent Nonparametric Test for Causality in Quantile

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Nonparametric and semiparametric models

Discrete Time Option Pricing with Flexible Volatility Estimation

Nonparametric Estimation of Risk-Neutral Densities

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap

Nonparametric Estimation of Additive Models withHomogeneous Components

Nonparametric Productivity Analysis

Hochschulschrift

Nichtparametrische robuste Regressionsanalyse

Common Functional Implied Volatility Analysis

Volatility Investing with Variance Swaps

A Consistent Nonparametric Test for Causality in Quantile

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Nonparametric and semiparametric models

Discrete Time Option Pricing with Flexible Volatility Estimation

Nonparametric Estimation of Risk-Neutral Densities

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap

Nonparametric Estimation of Additive Models withHomogeneous Components

Nonparametric Productivity Analysis

Hochschulschrift

Nichtparametrische robuste Regressionsanalyse

Common Functional Implied Volatility Analysis

Volatility Investing with Variance Swaps

A Consistent Nonparametric Test for Causality in Quantile

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Nonparametric Estimation in a Stochastic Volatility Model

Object Details

References and Relationships

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Nonparametric and semiparametric models

Discrete Time Option Pricing with Flexible Volatility Estimation

Nonparametric Estimation of Risk-Neutral Densities

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap

Nonparametric Estimation of Additive Models withHomogeneous Components

Nonparametric Productivity Analysis

Nichtparametrische robuste Regressionsanalyse

Common Functional Implied Volatility Analysis

Volatility Investing with Variance Swaps

A Consistent Nonparametric Test for Causality in Quantile

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Nonparametric and semiparametric models

Discrete Time Option Pricing with Flexible Volatility Estimation

Nonparametric Estimation of Risk-Neutral Densities

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap

Nonparametric Estimation of Additive Models withHomogeneous Components

Nonparametric Productivity Analysis

Nichtparametrische robuste Regressionsanalyse

Common Functional Implied Volatility Analysis

Volatility Investing with Variance Swaps

A Consistent Nonparametric Test for Causality in Quantile

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Nonparametric and semiparametric models

Discrete Time Option Pricing with Flexible Volatility Estimation

Nonparametric Estimation of Risk-Neutral Densities

Nonparametric Autoregression with Multiplicative Volatility and Additive Mean

Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap

Nonparametric Estimation of Additive Models withHomogeneous Components

Nonparametric Productivity Analysis

Nichtparametrische robuste Regressionsanalyse

Common Functional Implied Volatility Analysis

Volatility Investing with Variance Swaps

A Consistent Nonparametric Test for Causality in Quantile

Related objects

Reset password