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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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Forecasting volatility with support vector machine-based GARCH model
Chen, Shiyi; Härdle, Wolfgang K.; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-434
Persistent link: https://www.econbiz.de/10008430510
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A consistent nonparametric test for nonlinear causality : specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10009374481
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A consistent nonparametric test for nonlinear causality—Specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10009333117
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The implied arbitrage mechanism in financial markets
Shiyi, Chen; Chng, Michael T.; Liu, Qingfu - In: Journal of econometrics 222 (2021) 1,2, pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
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Nonparametric state price density estimation using constrained least squares and the bootstrap
Yatchew, Adonis John; Härdle, Wolfgang - In: Journal of econometrics 133 (2006) 2, pp. 579-599
Persistent link: https://www.econbiz.de/10003359592
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Dynamics of state price densities
Härdle, Wolfgang; Hlávka, Zdeněk - In: Journal of econometrics 150 (2009) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003847475
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Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
Härdle, Wolfgang; Lee, Yuh-Jye; Schäfer, Dorothea; … - In: Journal of forecasting 28 (2009) 6, pp. 512-534
Persistent link: https://www.econbiz.de/10003886993
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Semiparametric regression analysis with missing response at random
Wang, Qihua (contributor); Linton, Oliver (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835934
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Internet-based econometric computing
Härdle, Wolfgang; Horowitz, Joel - In: Journal of econometrics 95 (2000) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10001435992