Nonparametric volatility density estimation

Bernoulli

Volumn 9, Issue 3, 2003, Pages 451-465

  Van Es, Bert ^a   Spreu, Peter ^a   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: 33747336483     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1065444813     Document Type: Article

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