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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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Measuring investors' risk aversion in China's stock market
Bian, Timothy Yang; Wang, Tianyi; Zhou, Zipeng - In: Finance research letters 42 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014580420
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Supervised kernel principal component analysis for forecasting
Fang, Puyi; Gao, Zhaoxing; Tsay, Ruey S. - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
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The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Jin, Chenglu; Chen, Rongda; Cheng, Diandian; Mo, Sitian; … - In: Finance research letters 37 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012485064
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Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu; Liang, Yanzi; Lan, Xinchen; Lu, Zheng - In: Finance research letters 64 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Revisiting the impact of financial depth on growth : a semi-parametric approach
Polemis, Michael; Stengos, Thanasēs; Tzeremes, Nickolaos G. - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012483392
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An infinite hidden Markov model with GARCH for short-term interest rates
Li, Chenxing; Yang, Qiao - In: Finance research letters 80 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015422517
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Hedging downside risk in agricultural commodities : a novel nonparametric Kernel method
Jiang, Qi; Fan, Yawen - In: Finance research letters 70 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015194473
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Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Finance research letters 71 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015197449