Narrow search
Showing 1 - 10 of 11,440
Cover Image
Mean volatility regressions
Lin, Lu; Li, Feng; Zhu, Lixing; Härdle, Wolfgang Karl - 2010
non-random and a random system. Unlike classical regressions, mean regression functions in the new model contain variance …
Persistent link: https://www.econbiz.de/10010281538
Cover Image
Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Cover Image
A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach
Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10009762800
Cover Image
Macroeconomic development and stock market performance : a non-parametric approach
Adu, George; Marbuah, George; Mensah, Justice Tei; … - 2013
This paper applies a local-linear non-parametric kernel regression technique to examine the effect of macroeconomic …
Persistent link: https://www.econbiz.de/10011526923
Cover Image
Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Cover Image
Mean volatility regressions
Lin, Lu; Li, Feng; Zhu, Lixing; Härdle, Wolfgang - 2010
non-random and a random system. Unlike classical regressions, mean regression functions in the new model contain variance … 2003 to 2004. -- Non-random systems ; Random systems ; Semiparametric regression ; Variance built-in Mean …
Persistent link: https://www.econbiz.de/10008772580
Cover Image
Parametric and nonparametric estimation of conditional return expectations
Drobetz, Wolfgang; Hoechle, Daniel - In: Risk management : challenge and opportunity ; with 125 …, (pp. 169-196). 2005
Persistent link: https://www.econbiz.de/10002447562
Cover Image
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Cover Image
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar; Barunik, Jozef - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Cover Image
Modeling US stock market volatility-return dependence using conditional copula and quantile regression
Agbeyegbe, Terence D. - In: The economics of the global environment : catastrophic …, (pp. 597-621). 2016
Persistent link: https://www.econbiz.de/10011730810