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Nonparametric statistics
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18
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Bandi, Federico M.
11
Perron, Benoit
6
Phillips, Peter C. B.
4
Linton, Oliver
3
Corradi, Valentina
2
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2
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Cahier / Département de Sciences Économiques, Université de Montréal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Jumps in the volatility of financial markets
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504842
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2
Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001614510
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3
Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff
Perron, Benoit
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 424-443
Persistent link: https://www.econbiz.de/10001762827
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4
The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver
;
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504846
Saved in:
5
The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver
;
Perron, Benoit
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
Saved in:
6
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815578
Saved in:
7
Short-term interest rate dynamics : a spatial approach
Bandi, Federico M.
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 73-110
Persistent link: https://www.econbiz.de/10001690103
Saved in:
8
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
9
On the functional estimation of jump-diffusion models
Bandi, Federico M.
;
Nguyen, Thong H.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 293-328
Persistent link: https://www.econbiz.de/10001772153
Saved in:
10
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
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