A Non-Parametric Examination of Emerging Equity Markets Financial Integration

DOI10.1142/9789811202391_0118zbMath1451.91192OpenAlexW3080250129MaRDI QIDQ5139565

Ke Yang, Susan Wahab, Mahmoud Wahab, Bharat Kolluri

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0118

zbMATH Keywords

nonparametric regressionfinancial integrationprincipal components regressionsimple correlationlocally-weighted regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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