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Search: subject:"level set analysis"
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A
level
set
analysis
and a nonparametric regression on S&P 500 daily return
Yang, Yipeng
;
Tsoi, Allanus
- In:
International Journal of Financial Studies : open …
4
(
2016
)
1
,
pp. 1-24
In this paper, a
level
set
analysis
is proposed which aims to analyze the S&P 500 return with a certain magnitude. It …
Persistent link: https://www.econbiz.de/10011474458
Saved in:
2
A
level
set
analysis
and a nonparametric regression on S&P 500 daily return
Yang, Yipeng
;
Tsoi, Allanus
- In:
International Journal of Financial Studies
4
(
2016
)
1
,
pp. 1-24
In this paper, a
level
set
analysis
is proposed which aims to analyze the S&P 500 return with a certain magnitude. It …
Persistent link: https://www.econbiz.de/10011709001
Saved in:
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