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Semiparametric estimation and model selection for conditional mixture copula models

Liu, Guannan; Long, Wei; Yang, Bingduo; Cai, Zongwu - 2021

Persistent link: https://www.econbiz.de/10012425393

Testing predictability of stock returns under possible bubbles

Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260

Persistent link: https://www.econbiz.de/10013464495

Nonparametric Knn estimation with monotone constraints

Li, Zheng; Liu, Guannan; Li, Qi - In: Econometric reviews 36 (2017) 6/9, pp. 988-1006

Persistent link: https://www.econbiz.de/10011795554

An empirical analysis of CO 2 emission in Pakistan using EKC hypothesis

Ahmed, Khalid; Long, Wei - In: Journal of international trade law and policy : JITLP 12 (2013) 2, pp. 188-200

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Estimating average treatment effect by model averaging

Gao, Yichen; Long, Wei; Wang, Zhengwei - In: Economics letters 135 (2015), pp. 42-45

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Testing error serial correlation in fixed effects nonparametric panel data models

Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473

Persistent link: https://www.econbiz.de/10011503631

A semiparametric conditional capital asset pricing model

Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126

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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables

Hafner, Christian M. - 1998

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Kernel estimation of financial time series

Hafner, Christian M. - In: Quantitative Verfahren im Finanzmarktbereich, (pp. 223-239). 1996

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Volatility of price indices for heterogeneous goods

Bocart, Fabian Y. R. P.; Hafner, Christian M. - 2012

Price indices for heterogenous goods such as real estate or fine art constitute crucial information for institutional or private investors considering alternative investments in times of financial markets turmoil. Classical mean-variance analysis of alternative investments has been hampered by...

Persistent link: https://www.econbiz.de/10010318789