Nonparametric volatility density estimation for discrete time models

Journal of Nonparametric Statistics

Volumn 17, Issue 2, 2005, Pages 237-249

  Van Es, Bert ^a   Spreij, Peter ^b   Van Zanten, Harry ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Deconvolution; Density estimation; Kernel estimator; Mixing; Stochastic volatility models

Indexed keywords

EID: 12444300114     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/1048525042000267752     Document Type: Article

References (24)

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