Search Results - subject:"Nonparametric estimator"

Did you mean: subject:"Nonparametric estimation" (1,289 results)

Transfer learning across fixed-income product classes

Camenzind, Nicolas; Filipović, Damir - 2025

Persistent link: https://www.econbiz.de/10015405459

Generalized kernel regularized least squares estimator with parametric error covariance

Dang, Justin; Ullah, Aman - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3059-3088

Persistent link: https://www.econbiz.de/10014329024

Machine-learning-based semiparametric time series conditional variance: Estimation and forecasting

Dang, Justin; Ullah, Aman - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-12

parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm …

Persistent link: https://www.econbiz.de/10013201342

Machine-learning-based semiparametric time series conditional variance : estimation and forecasting

Dang, Justin; Ullah, Aman - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12

parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm …

Persistent link: https://www.econbiz.de/10012814196

The effect of dependence on European market risk : a nonparametric time varying approach

Ascorbebeitia, Jone; Ferreira, Eva; Orbe-Mandaluniz, Susan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 913-923

Persistent link: https://www.econbiz.de/10013534579

Testing for no cointegration in vector autoregressions with estimated degree of fractional integration

Demetrescu, Matei; Kusin, Vladimir; Salish, Nazarii - In: Economic modelling 108 (2022), pp. 1-32

Persistent link: https://www.econbiz.de/10013347934

Inferential results for a new measure of inequality

Davydov, Youri; Greselin, Francesca - In: The econometrics journal 22 (2019) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10012166709

Currency carry trades and the conditional factor model

Sakemoto, Ryuta - In: International review of financial analysis 63 (2019), pp. 198-208

Persistent link: https://www.econbiz.de/10012207443

Novel advancements in the Markov chain stock model : analysis and inference

Barbu, Vlad Stefan; D'Amico, Guglielmo; De Blasis, Riccardo - In: Annals of finance 13 (2017) 2, pp. 125-152

Persistent link: https://www.econbiz.de/10011944970

Time-Varying Beta Estimators in the Mexican Emerging Market

Zárraga Alonso, Ainhoa; Nieto Domenech, Belén; Orbe … - Departamento de Economía Aplicada III (Econometría y … - 2011

rolling OLS estimator, a nonparametric estimator and an estimator based on GARCH models. The study is conducted using returns … is in terms of time series while the nonparametric estimator is more appropriate in the cross-sectional context. …

Persistent link: https://www.econbiz.de/10009391596