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Record Nr. |
UNICAMPANIAVAN0123445 |
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Autore |
Mancino, Maria Elvira |
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Titolo |
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
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Pubbl/distr/stampa |
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Titolo uniforme |
Fourier-Malliavin Volatility Estimation |
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Descrizione fisica |
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Altri autori (Persone) |
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Recchioni, Maria Cristina |
Sanfelici, Simona |
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Soggetti |
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42B05 - Fourier series and coefficients in several variables [MSC 2020] |
62H12 - Estimation in multivariate analysis [MSC 2020] |
42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] |
62P20 - Applications of statistics to economics [MSC 2020] |
62G05 - Nonparametric estimation [MSC 2020] |
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
62F12 - Asymptotic properties of parametric estimators [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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