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Global distribution and dynamics of economic freedom : non-parametric approach

Kešeljević, Aleksandar; Spruk, Rok - In: Economic modelling 33 (2013), pp. 560-571

Persistent link: https://www.econbiz.de/10010193322

A Transformation-Based Nonparametric Estimator of Multivariate Densities with an Application to Global Financial Markets

Chang, Meng-Shiuh - 2011

We propose a probability-integral-transformation-based estimator of multivariate densities. Given a sample of random vectors, we first transform the data into their corresponding marginal distributions. We then estimate the density of the transformed data via the exponential series estimator....

Persistent link: https://www.econbiz.de/10013117742

The dynamics of multivariate financial returns : a non-stationary, nonparametric regression approach

Rauh, Ronald - 2013

Persistent link: https://www.econbiz.de/10010237139

Twin peaks or three components? : analyzing the world's cross-country distribution of income

Holzmann, Hajo (contributor); Vollmer, Sebastian (contributor) - 2007

Persistent link: https://www.econbiz.de/10003533554

Using nonparametric copulas to measure crude oil price co-movements

Ho, Anson T. Y.; Huynh, Kim P.; Jacho-Chávez, David Tomás - In: Energy economics 82 (2019), pp. 211-223

Persistent link: https://www.econbiz.de/10012173921

From rapid decline to high growth : where in the distribution did COVID hit hardest?

Coad, Alexander; Bauer, Péter T.; Domnick, Clemens; … - In: Journal of small business & enterprise development 30 (2023) 6, pp. 1178-1209

Persistent link: https://www.econbiz.de/10014430429

Wall Street sneezes and global finance catches a cold : How does geopolitical risk contribute? A tale of tail

Neto, David - In: Finance research letters 73 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015211455

The volatility-return relationship : insights from linear and non-linear quantile regressions

Allen, David E. (contributor) - 2012

Persistent link: https://www.econbiz.de/10009712040

Assessing the precision of turning point estimates in polynomial regression functions

Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528

Persistent link: https://www.econbiz.de/10003549303

Early warning signals of financial crises with multi-scale quantile regressions of log-periodic power law singularities

Zhang, Qun; Zhang, Qunzhi; Sornette, Didier - 2015

-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the … quantile regression of LPPLS signals contributes useful early warning signals. The comparison between the constructed signals …

Persistent link: https://www.econbiz.de/10011412424