Prognose mit nichtparametrischen Verfahren
Wolfgang K. Härdle; Rainer Schulz; Weining Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Härdle, Wolfgang ; Schulz, Rainer ; Wang, Weining |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Description of contents: |
time series ; semiparametric model ; k-NN estimation ; local polynomial regression ; volatility forecasting
|
| Extent: | Online-Ressource (PDF-Datei: 18 S., 921,26 KB) |
|---|---|
| Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2010-041 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | German |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/56733 [Handle] |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008663388