Similar Search Results

Nonparametric estimators of GARCH processes

Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - In: Applied quantitative finance : theory and computational …, (pp. 367-383). 2002

Persistent link: https://www.econbiz.de/10001750018

Nonparametric estimators of GARCH processes

Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - 2002

Persistent link: https://www.econbiz.de/10001684953

Nonparametric estimators of GARCH processes

Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - 2002

Persistent link: https://www.econbiz.de/10009624848

Nonparametric estimation of nonlinear ARMA and GARCH processes

Holzberger, Harriet - 2001 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001619528

Verwendung von Ratinginformationen in der modernen Banksteuerung

Müller-Masiá, Christoph; Hahnenstein, Lutz; … - In: Aktuelle Entwicklungen im Bankcontrolling: Rating, …, (pp. 55-95). 2005

Persistent link: https://www.econbiz.de/10002633129

Generalized partial linear models

Müller, Marlene - 2000

Persistent link: https://www.econbiz.de/10001508463

Computer-assisted generalized partial linear models

Müller, Marlene - 1997

A particular semiparametric model of interest is the generalized partial linear model (GPLM) which allows a nonparametric modeling of the influence of the continuous covariables. The paper reviews different estimation procedures based on kernel methods and test procedures on the correct...

Persistent link: https://www.econbiz.de/10009657892

Teaching statistics with XploRe

Müller, Marlene - 1998

Persistent link: https://www.econbiz.de/10009578584

Generalized partial linear models

Müller, Marlene - 2000

Persistent link: https://www.econbiz.de/10009611559

Nonlinear and nonparametric methods for analyzing financial time series

Franke, Jürgen - In: Operations research proceedings 1998 : selected papers …, (pp. 271-282). 1999

Persistent link: https://www.econbiz.de/10001437551

1
2
3
4
5
6
7
8
9
10
Next
Last