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Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian; Feng, Yuanhua - 2021
Persistent link: https://www.econbiz.de/10012628585
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Boundary modification in local polynomial regression
Feng, Yuanhua; Schäfer, Bastian - 2021
Persistent link: https://www.econbiz.de/10012628647
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An empirical characterization of volatility dynamics in the DAX
Virla, Leonardo Quero - 2021
This paper addresses stock market volatility in Germany between 1991 and 2018. Through a GARCH model with leverage term, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model where potential economic determinants are analyzed. The...
Persistent link: https://www.econbiz.de/10012629944
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Tales of tails : jumps in currency markets
Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
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Alternative estimation method of earnings growth rate for PEGR strategy
Wang, Ming-Hui; Ke, Mei-chu; Liao, Tung Liang; Chiang, … - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012642415
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What are the socio-economic predictors of mortality in a society
Adewuyi, Adejumo Wahab; Tijani, Adetunji Raimi; … - In: Inventi impact: emerging economies (2020) 2, pp. 123-134
Persistent link: https://www.econbiz.de/10012648504
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Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat; Bermúdez, Lluís; Pitarque, Albert - In: Insurance / Mathematics & economics 99 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
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Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.; Valera, Harold Glenn A.; Valera, … - In: International review of economics & finance : IREF 73 (2021), pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
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Analysis of indonesian rubber export supply for 1995-2015
Mulyani, Mulyani; Kusnandar, Kusnandar; Antriyandarti, … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 93-102
Persistent link: https://www.econbiz.de/10012692281
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312