Statistical inference for time-inhomogeneous volatility models:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
Humboldt-Univ.
2002
|
| Series: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse
2002,61 |
| Physical Description: | 25 S. graph. Darst. |
Staff View
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| id | DE-604.BV025292905 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:30:33Z |
| institution | BVB |
| language | English |
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| physical | 25 S. graph. Darst. |
| publishDate | 2002 |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse |
| spelling | Mercurio, Danilo 1975- Verfasser (DE-588)122309421 aut Statistical inference for time-inhomogeneous volatility models Danilo Mercurio, Vladimir Spokoiny Berlin Humboldt-Univ. 2002 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2002,61 Spokoiny, Vladimir Verfasser aut Sonderforschungsbereich Quantifikation und Simulation ökonomischer Prozesse <Berlin> Discussion paper 2002,61 (DE-604)BV012925295 2002,61 |
| spellingShingle | Mercurio, Danilo 1975- Spokoiny, Vladimir Statistical inference for time-inhomogeneous volatility models |
| title | Statistical inference for time-inhomogeneous volatility models |
| title_auth | Statistical inference for time-inhomogeneous volatility models |
| title_exact_search | Statistical inference for time-inhomogeneous volatility models |
| title_full | Statistical inference for time-inhomogeneous volatility models Danilo Mercurio, Vladimir Spokoiny |
| title_fullStr | Statistical inference for time-inhomogeneous volatility models Danilo Mercurio, Vladimir Spokoiny |
| title_full_unstemmed | Statistical inference for time-inhomogeneous volatility models Danilo Mercurio, Vladimir Spokoiny |
| title_short | Statistical inference for time-inhomogeneous volatility models |
| title_sort | statistical inference for time inhomogeneous volatility models |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT mercuriodanilo statisticalinferencefortimeinhomogeneousvolatilitymodels AT spokoinyvladimir statisticalinferencefortimeinhomogeneousvolatilitymodels |