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~institution:"University of Bonn, Germany"
~subject:"Nonparametric curve estimation"
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Nonparametric curve estimation
Asian option
2
Monte Carlo simulations
2
bootstrap
2
cointegration
2
forward risk adjusted measure
2
interest rates
2
Asian Options
1
Automatically selected and optimal bandwidth
1
Binomialmodell
1
Construction of synthetic mikrodata
1
Down-and-out Call
1
Forward Risk Adjusted Measure
1
Inflation
1
Latent variable model
1
Martingale measure
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Monte Carlo
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Monte Carlo Simulation
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Monte Carlo simulation
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Monte-Carlo
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SETAR-models
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Simulated annealing
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Simulating analysis
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Tax-transfer system
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Two alter- native estimation concepts
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Unit roots
1
interest rate linkages
1
international transmission of interest rates
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kernel regression estimation
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life insurance
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stochastic interest rates
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term structure
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threshold cointegration
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unit-roots
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Haerdle, Wolfgang
1
Hall, Peter
1
Marron, J.
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University of Bonn, Germany
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Discussion Paper Serie A
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How far are automatically chosen regression smoothing parametres from their optimum?
Haerdle, Wolfgang
;
Hall, Peter
;
Marron, J.
-
University of Bonn, Germany
-
1986
Persistent link: https://www.econbiz.de/10005085652
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