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Local transformation kernel density estimation of loss
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
Persistent link: https://www.econbiz.de/10003459159
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Local transformation kernel density estimation of loss distributions
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003885747
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - 2003
Persistent link: https://www.econbiz.de/10001825715
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Real asset returns and components of inflation : a structural VAR analysis
Hagmann, Matthias (contributor); Lenz, Carlos (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435979
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Model combination and stock return predictability
Hagmann, Matthias (contributor); Loebb, Joachim (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370273
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Essays in semiparametric econometrics and empirical macro finance
Hagmann, Matthias - 2007
Persistent link: https://www.econbiz.de/10003855533
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563511
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576859