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Semiparametric multivariate volatility models

Hafner, Christian M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002056036

Semiparametric multivariate GARCH models

Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003

Persistent link: https://www.econbiz.de/10001790716

Estimation of temporally aggregated multivariate GARCH models

Hafner, Christian M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002186338

Estimation of temporally aggregated multivariate GARCH models

Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003

Persistent link: https://www.econbiz.de/10001876196

Multivariate mixed normal conditional heteroskedasticity

Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003297179

Multivariate mixed normal conditional heteroskedasticity

Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003326703

Smoothed L-estimation of regression function

Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002

Persistent link: https://www.econbiz.de/10001751576

Robust adaptive estimation of dimension reduction space

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918932

Robust estimation of dimension reduction space

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005

Persistent link: https://www.econbiz.de/10002744203

Smoothed L-estimation of regression function

Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002

The Nadaraya-Watson estimator of regression is known to be highly sensitive to the presence of outliers in the sample. A possible way of robustication consists in using local L-estimates of regression. Whereas the local L-estimation is traditionally done using an empirical conditional...

Persistent link: https://www.econbiz.de/10009627273