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~isPartOf:"Tinbergen Institute Discussion Paper"
~isPartOf:"Working papers / Ryerson University, Department of Economics"
~subject:"1999-2009"
~type:"book"
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Search: subject_exact:"Kernel density estimator"
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1999-2009
Theorie
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kernel density estimator
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Capital market returns
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Correlation
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Heteroscedasticity
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Heteroskedastizität
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Kapitalmarktrendite
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Kernel density estimator
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Korrelation
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Maximum likelihood estimator
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Maximum-Likelihood-Methode
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Minimum description length
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Nichtlineares Verfahren
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Nichtparametrische Schätzung
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Nichtparametrisches Verfahren
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Nonlinear regression
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Nonparametric estimation
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Realized kernel volatility
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Regression
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Risk measure
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Statistical test
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Statistischer Test
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Theory
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Time series analysis
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U-statistic
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Univariate time series copulas
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Value-at-Risk
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Volatility
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Volatility clustering
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Volatilität
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Welt
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Wilks property
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World
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Zeitreihenanalyse
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calibration
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Ning, Cathy Q.
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Tinbergen Institute Discussion Paper
Working papers / Ryerson University, Department of Economics
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2014
Persistent link: https://www.econbiz.de/10011382186
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