Monografie
Dynamic Semiparametric Factor Models in RiskNeutral Density Estimation
- Sprache
-
Englisch
- Identifier
-
1206816635
- Beteiligte Personen und Organisationen
- DOI
-
10.18452/4130
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:54 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Monografie
Beteiligte
- Giacomini, Enzo
- Härdle, Wolfgang
- Krätschmer, Volker
Ähnliche Objekte (12)
Nonparametric and semiparametric models
Applied quantitative finance
Computer intensive methods in statistics
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
Multivariate and Semiparametric Kernel Regression
Dynamic semi-parametric factor model for functional expectiles
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
On adaptive estimation in partial linear models
Nonparametric and semiparametric models
Applied quantitative finance
Computer intensive methods in statistics
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
Multivariate and Semiparametric Kernel Regression
Dynamic semi-parametric factor model for functional expectiles
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics
On adaptive estimation in partial linear models
Nonparametric and semiparametric models
Applied quantitative finance
Computer intensive methods in statistics
Wavelets, approximation, and statistical applications : [seminaire Paris-Berlin]
Smoothing techniques : with implementation in S
Semi-Parametric Estimation of generalized Partially Linear Single-Index Models
Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
Multivariate and Semiparametric Kernel Regression
Dynamic semi-parametric factor model for functional expectiles
Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics