Journal of Mathematical Finance

Vol.5 No.5(2015), Paper ID 61565, 23 pages

DOI:10.4236/jmf.2015.55039

 

Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation

 

Matthew Ginley, David W. Scott, Katherine E. Ensor

 

Department of Statistics, Rice University, Houston TX, USA
Department of Statistics, Rice University, Houston TX, USA
Department of Statistics, Rice University, Houston TX, USA

 

Copyright © 2015 Matthew Ginley, David W. Scott, Katherine E. Ensor et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Ginley, M. , Scott, D. and Ensor, K. (2015) Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation. Journal of Mathematical Finance, 5, 457-479. doi: 10.4236/jmf.2015.55039.

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