Pages that link to "Item:Q3646987"
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The following pages link to Nonparametric Modeling in Financial Time Series (Q3646987):
Displaying 8 items.
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations (Q1000516) (← links)
- Quantile smoothing in financial time series (Q1360288) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- (Q3368263) (← links)
- MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH (Q4653010) (← links)