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subject:"Prognoseverfahren"
~isPartOf:"Applied financial economics"
~subject:"Estimation"
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Prognoseverfahren
Estimation
Nichtparametrisches Verfahren
9
Nonparametric statistics
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Kalda, Ankit
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Nyholm, Ken
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Applied financial economics
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
CEMMAP working papers / Centre for Microdata Methods and Practice
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Economics letters
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working papers series in theoretical and applied economics
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Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit
;
Siddiqui, Sikandar
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
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2
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
3
Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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