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2001-04-24Buch DOI: 10.18452/3532
Semiparametric Diffusion Estimation and Application to a Stock Market Index
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorKleinow, Torsten
dc.contributor.authorKorostelev, Alexander
dc.contributor.authorLogeay, Camille
dc.contributor.authorPlaten, Eckhard
dc.date.accessioned2017-06-15T21:17:57Z
dc.date.available2017-06-15T21:17:57Z
dc.date.created2005-10-12
dc.date.issued2001-04-24
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4184
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectIdentificationeng
dc.subjectBootstrapeng
dc.subjectDiffusioneng
dc.subjectContinuous-time financial modelseng
dc.subjectSemiparametric methodseng
dc.subjectKernel smoothingeng
dc.subject.ddc330 Wirtschaft
dc.titleSemiparametric Diffusion Estimation and Application to a Stock Market Index
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049482
dc.identifier.doihttp://dx.doi.org/10.18452/3532
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages21
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2001
local.edoc.container-issue24
local.edoc.container-year2001
local.edoc.container-erstkatid2135319-0

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