Locally weighted autoregression
Year of publication: |
1998
|
---|---|
Authors: | Feng, Yuanhua |
Other Persons: | Heiler, Siegfried (contributor) |
Published in: |
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1116-5. - 1998, p. 101-117
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Deutschland | Germany | USA | United States |
-
Hafner, Christian M., (1998)
-
High-frequency data and volatility in foreign-exchange rates
Zhou, Bin, (1996)
-
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo, (2002)
- More ...
-
Data-driven optimal decomposition of time series
Heiler, Siegfried, (1995)
-
A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried, (1997)
-
A simple root n bandwidth selector for nonparametric regression
Heiler, Siegfried, (1995)
- More ...