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DOI10.3969/J.ISSN.1001-4268.2019.05.002zbMath1449.62099MaRDI QIDQ3307475

Hong-Xia Wang, Jin-Guan Lin, Hong-Xia Hao

Publication date: 12 August 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local polynomial regression volatility leverage effect Kolmogorov-Smirnov test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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