Some recent developments in nonparametric finance

DOI10.1108/S0731-9053(2009)0000025015zbMath1190.91150OpenAlexW2137841835MaRDI QIDQ3573037

Yongmiao Hong, Zong-Wu Cai

Publication date: 30 June 2010

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2009)0000025015

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Related Items (2)

Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models

This page was built for publication: Some recent developments in nonparametric finance