Nonparametric estimation of volatility functions: The local exponential estimator

Econometric Theory

Volumn 18, Issue 4, 2002, Pages 985-991

  Ziegelmann, Flavio A ^a,b  

^a FEDERAL UNIVERSITY OF RIO GRANDE DO SUL   (Brazil)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036021933     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S026646660218409X     Document Type: Article

References (15)

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