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dc.contributor.author
Audrino, Francesco
dc.contributor.author
Bühlmann, Peter Lukas
dc.date.accessioned
2017-06-13T03:09:17Z
dc.date.available
2017-06-13T03:09:17Z
dc.date.issued
2001
dc.identifier.uri
http://hdl.handle.net/20.500.11850/145324
dc.identifier.doi
10.3929/ethz-a-004218106
dc.language.iso
en
dc.publisher
Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
VOLATILITÄT (FINANZEN)
dc.subject
ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK)
dc.subject
NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK)
dc.subject
VOLATILITY (FINANCE)
dc.subject
TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS)
dc.subject
NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS)
dc.title
Volatility estimation with functional gradient descent for very high-dimensional financial time series
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
ethz.journal.volume
99
ethz.size
19 S.
ethz.code.ddc
5 - Science::510 - Mathematics
ethz.identifier.nebis
004218106
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)
ethz.date.deposited
2017-06-13T03:09:31Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a3dd2a3939103
ethz.ecolpid
eth:24219
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-25T14:17:52Z
ethz.rosetta.lastUpdated
2018-11-04T05:59:32Z
ethz.rosetta.versionExported
true
ethz.COinS
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