A PHASE relation familiar to students of applied mathematics exists between a simple harmonic oscillation and its derivative. Similar relations exist between exponential functions and their ...
Journal of the American Statistical Association, Vol. 76, No. 373 (Mar., 1981), pp. 62-65 (4 pages) ...
Kernel smoothing techniques free the traditional parametric estimators of volatility from the constraints related to their specific models. In this paper the nonparametric local exponential estimator ...
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