Mean Volatility Regressions
Year of publication: |
2011-01
|
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Authors: | Lin, Lu ; Li, Feng ; Zhu, Lixing ; Härdle, Wolfgang Karl |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Non-random systems | Random systems | Semiparametric regression | Variance built-in Mean |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2011-003 21 pages |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C14 - Semiparametric and Nonparametric Methods ; J01 - Labor Economics: General ; J31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc |
Source: |
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Lin, Lu, (2010)
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Uniform confidence bands for pricing kernels
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The stochastic fluctuation of the quantile regression curve
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