Adaptive estimation for a time inhomogeneous stochastic-volatility model:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
Humboldt-Univ.
2000
|
| Series: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse
2000,6 |
| Physical Description: | 26 S. graph. Darst. |
Staff View
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| indexdate | 2024-07-09T22:27:19Z |
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| language | English |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse |
| spelling | Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut Adaptive estimation for a time inhomogeneous stochastic-volatility model Wolfgang Härdle ; Vladimir G. Spokoiny ; Gilles Teyssiere Berlin Humboldt-Univ. 2000 26 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2000,6 Spokoiny, Vladimir G. Verfasser aut Teyssière, Gilles Verfasser aut Sonderforschungsbereich Quantifikation und Simulation ökonomischer Prozesse <Berlin> Discussion paper 2000,6 (DE-604)BV012925295 2000,6 |
| spellingShingle | Härdle, Wolfgang 1953- Spokoiny, Vladimir G. Teyssière, Gilles Adaptive estimation for a time inhomogeneous stochastic-volatility model |
| title | Adaptive estimation for a time inhomogeneous stochastic-volatility model |
| title_auth | Adaptive estimation for a time inhomogeneous stochastic-volatility model |
| title_exact_search | Adaptive estimation for a time inhomogeneous stochastic-volatility model |
| title_full | Adaptive estimation for a time inhomogeneous stochastic-volatility model Wolfgang Härdle ; Vladimir G. Spokoiny ; Gilles Teyssiere |
| title_fullStr | Adaptive estimation for a time inhomogeneous stochastic-volatility model Wolfgang Härdle ; Vladimir G. Spokoiny ; Gilles Teyssiere |
| title_full_unstemmed | Adaptive estimation for a time inhomogeneous stochastic-volatility model Wolfgang Härdle ; Vladimir G. Spokoiny ; Gilles Teyssiere |
| title_short | Adaptive estimation for a time inhomogeneous stochastic-volatility model |
| title_sort | adaptive estimation for a time inhomogeneous stochastic volatility model |
| volume_link | (DE-604)BV012925295 |
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