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person:"Pesaran, M. Hashem"
type_genre:"Article in journal"
~accessRights:"free"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~source:"econis"
~subject:"Time series analysis"
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Pesaran, M. Hashem
Andrews, Donald W. K.
Linton, Oliver
McAleer, Michael
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ECONIS (ZBW)
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
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2019
Persistent link: https://www.econbiz.de/10012692312
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
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Linton, Oliver
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2019
Persistent link: https://www.econbiz.de/10012698837
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