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  2. Nonparametric State-Price Density Estimation using High Frequency Data

    https://www.cerf.cam.ac.uk/system/files/documents/SlidesResearchProposal.pdf
    Research Proposal May 8, 2014 4 / 8. Nadaraya-Watson kernel smoother:. ... Research Proposal May 8, 2014 5 / 8. Test the Merton (1973) condition using.

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