Semiparametric diffusion estimation and application to a stock market index

Artikel › Journalartikel › 2008

Zitation

Wolfgang, Härdle; Torsten, Kleinow; Alexander, Korostelev; Camille, Logeay; Eckhard, Platen: Semiparametric diffusion estimation and application to a stock market index. In: Quantitative Finance 8, 1. (2008), S. 81-92.

ISSN

1469-7688

Link

http://dx.doi.org/10.1080/14697680601026998

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