A level set analysis and a nonparametric regression on S&P 500 daily return
Year of publication: |
March 2016
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Authors: | Yang, Yipeng ; Tsoi, Allanus |
Subject: | level set analysis | nonparametric regression | ARCH/GARCH model | prospect theory | behavioral finance | agent-based modeling | Nichtparametrisches Verfahren | Nonparametric statistics | Agentenbasierte Modellierung | Agent-based modeling | Regressionsanalyse | Regression analysis | Anlageverhalten | Behavioural finance | Prospect Theory | Prospect theory | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs4010003 [DOI] hdl:10419/167802 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; g02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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