Nonparametric functional estimation with applications to financial models

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1993.

Bibliographic Details
Main Author: Aït-Sahalia, Yacine
Other Authors: Whitney K. Newey and Jerry A. Hausman.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/12689
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author Aït-Sahalia, Yacine
author2 Whitney K. Newey and Jerry A. Hausman.
author_facet Whitney K. Newey and Jerry A. Hausman.
Aït-Sahalia, Yacine
author_sort Aït-Sahalia, Yacine
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description Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1993.
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spelling mit-1721.1/126892019-04-09T16:07:13Z Nonparametric functional estimation with applications to financial models Aït-Sahalia, Yacine Whitney K. Newey and Jerry A. Hausman. Massachusetts Institute of Technology. Dept. of Economics Economics Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1993. Includes bibliographical references (leaves 155-161). by Yacine Aït-Sahalia. Ph.D. 2005-08-15T22:04:24Z 2005-08-15T22:04:24Z 1993 1993 Thesis http://hdl.handle.net/1721.1/12689 28727458 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 190 leaves 13059952 bytes 13059705 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology
spellingShingle Economics
Aït-Sahalia, Yacine
Nonparametric functional estimation with applications to financial models
title Nonparametric functional estimation with applications to financial models
title_full Nonparametric functional estimation with applications to financial models
title_fullStr Nonparametric functional estimation with applications to financial models
title_full_unstemmed Nonparametric functional estimation with applications to financial models
title_short Nonparametric functional estimation with applications to financial models
title_sort nonparametric functional estimation with applications to financial models
topic Economics
url http://hdl.handle.net/1721.1/12689
work_keys_str_mv AT aitsahaliayacine nonparametricfunctionalestimationwithapplicationstofinancialmodels