Functional Principal Component Analysis for Derivatives of Multivariate Curves
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More about this item
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-09-11 (All new papers)
- NEP-ECM-2016-09-11 (Econometrics)
- NEP-ORE-2016-09-11 (Operations Research)
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