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Search: subject:"Semi-nonparametric approach"
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semi-nonparametric approach
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semiparametric maximum likelihood
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Cortés, Lina M.
2
Luca, Giuseppe De
1
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Perote, Javier
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Latin American business review
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The North American journal of economics and finance : a journal of financial economics studies
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Measuring solvency risk using flexible distributions : an analysis for the Colombian banking system
Rendón, Juan F.
;
Cortés, Lina M.
;
Pacheco-Ortiz, …
- In:
Latin American business review
25
(
2024
)
2
,
pp. 145-171
Persistent link: https://www.econbiz.de/10014566887
Saved in:
2
Retrieving the implicit risk neutral density of WTI options with a
semi-nonparametric
approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
3
SNP and SML estimation of univariate and bivariate binary-choice models
Luca, Giuseppe De
- In:
Stata Journal
8
(
2008
)
2
,
pp. 190-220
We discuss the
semi-nonparametric
approach
of Gallant and Nychka (1987, Econometrica 55: 363-390), the semiparametric …
Persistent link: https://www.econbiz.de/10005748339
Saved in:
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