Common functional component modelling

Functional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss selected topics of functional principal components analysis that are motivated by financial data.

MoreLess

Year of publication:	2005-03
Authors:	Benko, Michal ; Kneip, Alois
Institutions:	Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
Subject:	nonparametric risk management \| generalized hyperbolic distribution \| functional data analysis

More details

Extent:	application/pdf
Series:	SFB 649 Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number SFB649DP2005-016 9 pages
Classification:	C13 - Estimation ; G19 - General Financial Markets. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005489964