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A selective overview of nonparametric methods in financial econometrics
Jianqing Fan
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Review article
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peer-review
96
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Dive into the research topics of 'A selective overview of nonparametric methods in financial econometrics'. Together they form a unique fingerprint.
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Keyphrases
Diffusion Process
100%
Financial Econometrics
100%
Transition Density
100%
Nonparametric Methods
100%
State Price Density
100%
Transition State
50%
Volatility
50%
Time-inhomogeneous
50%
Asset Pricing
50%
Volatility Function
50%
Inhomogeneous Model
50%
Test Simulation
50%
Return Function
50%
Time-dependent Diffusion
50%
Diffusion Estimation
50%
GLR Test
50%
Diffusion-drift
50%
Model Transition
50%
Mathematics
Diffusion Process
100%
Nonparametric Method
100%
Transition Density
100%
Main Result
50%
Transition State
50%
Economics, Econometrics and Finance
Volatility
100%
Financial Econometrics
100%
Asset Pricing
50%