Narrow search
Showing 1 - 10 of 1,104
Cover Image
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576859
Cover Image
Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory (contributor); Hagmann, Matthias (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563511
Cover Image
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory; Hagmann, Matthias; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Cover Image
Local transformation kernel density estimation of loss distributions
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10003885747
Cover Image
Local transformation kernel density estimation of loss
Gustafsson, J.; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
Persistent link: https://www.econbiz.de/10003459159
Cover Image
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
Cover Image
Local transformation kernel density estimation of loss distributions
Gustafsson, Jim; Hagmann, Matthias; Nielsen, Jens Perch; … - 2006
We develop a tailor made semiparametric asymmetric kernel density estimator for the estimation of actuarial loss distributions. The estimator is obtained by transforming the data with the generalized Champernowne distribution initially fitted to the data. Then the density of the transformed data...
Persistent link: https://www.econbiz.de/10003394377
Cover Image
Essays in semiparametric econometrics and empirical macro finance
Hagmann, Matthias - 2007
Persistent link: https://www.econbiz.de/10003855533
Cover Image
Real asset returns and components of inflation : a structural VAR analysis
Hagmann, Matthias (contributor); Lenz, Carlos (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435979
Cover Image
Model combination and stock return predictability
Hagmann, Matthias (contributor); Loebb, Joachim (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370273