possible substantive interpretations. A computational al-gorithm based on iterative scaling procedures for use in fitting data is described, as are the results of a pilot sim-ulation study. An example ...
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 ...
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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