Robust nonparametric estimation and prediction in ARCH-related models
Year of publication: |
1997
|
---|---|
Authors: | Cron, Axel |
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Robustes Verfahren | Robust statistics | Prognoseverfahren | Forecasting model | Nichtparametrische Schätzung | Nonparametric estimation | ARCH-Prozess | Kursprognose | Robuste Schätzung |
Description of contents: | Table of Contents [gbv.de] |
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Steinhauser, Uwe, (1998)
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Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze, (2015)
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Pagan, Adrian R., (1999)
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Robust nonparametric estimation and prediction in ARCH related models
Cron, Axel, (1997)
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Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?
Cron, Axel, (1996)
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Uniform Consistency of Modified Kernel Estimators in Nonparametric Multivariate VARCH-Models
Cron, Axel, (1995)
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