Similar Search Results

Semiparametric estimation of default probability : evidence from the Prosper online credit market

Li, Xiaofeng; Shang, Ying; Su, Zhi - In: Economics letters 127 (2015), pp. 54-57

Persistent link: https://www.econbiz.de/10011382869

Estimating multiple breaks in nonstationary autoregressive models

Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311

Persistent link: https://www.econbiz.de/10012618836

Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401

Persistent link: https://www.econbiz.de/10001178179

Forecasting with functional and twice censored data

Sarra, Leulmi - In: Operations research forum 5 (2024) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10015182076

On implied volatility for options : some reasons to smile and more to correct

Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010258291

Value at risk estimation by quantile regression and kernel estimator

Huang, Alex - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 225-251

Persistent link: https://www.econbiz.de/10009774455

Kernel type estimator of the reinsurance premium for heavy-tailed loss distributions

Benkhelifa, Lazhar - In: Insurance / Mathematics & economics 59 (2014), pp. 65-70

Persistent link: https://www.econbiz.de/10010469183

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, Haotian; Smyth, Russell; Zhang, Xibin - In: Energy economics 67 (2017), pp. 346-354

Persistent link: https://www.econbiz.de/10011897930

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction

Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2018

In this paper, we propose three new predictive models: the multi-step nonparametric predictive regression model and the multi-step additive predictive regression model, in which the predictive variables are locally stationary time series; and the multi-step time-varying coefficient predictive...

Persistent link: https://www.econbiz.de/10011775136

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction

Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2017

Persistent link: https://www.econbiz.de/10011782226