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Nonparametric retrospection an...
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1
Nonparametric retrospection and monitoring of predictability of financial returns
Anatolyev, Stanislav
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003542720
Saved in:
2
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001435254
Saved in:
3
A nonparametric examination of market information : application to technical trading rules
Goldbaum, David
- In:
Journal of empirical finance
6
(
1999
)
1
,
pp. 59-85
Persistent link: https://www.econbiz.de/10001426353
Saved in:
4
Parametric and nonparametric estimation of conditional return expectations
Drobetz, Wolfgang
;
Hoechle, Daniel
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 169-196)
.
2005
Persistent link: https://www.econbiz.de/10002447562
Saved in:
5
Using non-parametric search algorithm to forecast daily excess stock returns
Joseph, Nathan Lael
;
Brée, David S.
;
Kalyvas, Efstathios
- In:
Applications of artificial intelligence in finance and …
,
(pp. 93-125)
.
2004
Persistent link: https://www.econbiz.de/10002797260
Saved in:
6
A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
7
Testing futures returns predictability : implications for hedgers
De Ville de Goyet, Cédric
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003612541
Saved in:
8
Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
Çakmaklı, Cem
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012181542
Saved in:
9
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
10
Inferring jump dynamics from weekly options : a non-parametric method
Zhang, Junyu
;
Ruan, Xinfeng
- In:
Finance research letters
76
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015410368
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