Nonparametric analysis of financial time series by the Kernel methodology
| Year of publication: |
2010
|
|---|---|
| Authors: | Chikhi, Mohamed ; Diebolt, Claude |
| Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 44.2010, 5, p. 865-880
|
| Publisher: |
Springer |
| Subject: | Efficiency | Random walk process | Kernel methodology | Functional autoregressive process | Forecasting | Cliometrics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009390969