Common Functional Principal Components
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References listed on IDEAS
- Matthias Fengler & Wolfgang Härdle & Christophe Villa, 2003.
"The Dynamics of Implied Volatilities: A Common Principal Components Approach,"
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More about this item
KeywordsFunctional Principal Components; Nonparametric Regression; Bootstrap; Two Sample Problem;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G19 - Financial Economics - - General Financial Markets - - - Other
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