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.