Nonparametric functional estimation with applications to financial models

Aït-Sahalia, Yacine

Nonparametric functional estimation with applications to financial models

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Author(s)

Aït-Sahalia, Yacine

Advisor(s)

Whitney K. Newey and Jerry A. Hausman.

Date Issued

1993

Publisher

Massachusetts Institute of Technology

Description

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

Includes bibliographical references (leaves 155-161).

Subjects

Economics

MIT Department

Massachusetts Institute of Technology. Department of Economics

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