estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …

nonparametric approach opens the door to the examination of potentially different distributed outcomes. When combined with cross …

We use a variety of nonparametric test statistics to evaluate the inflation- targeting regimes of Australia, Canada … them parametric and nonparametric econometric methods, for robustness and completeness. Our evaluation strategy is based on … nonparametric univariate and multivariate statistical methods to test whether the first and second moments of a variety of real …