2

Simulated minimum Hellinger distance estimation of stochastic volatility models

Year:
2009
Language:
english
File:
PDF, 1.06 MB
english, 2009
3

Mining local and tail dependence structures based on pointwise mutual information

Year:
2012
Language:
english
File:
PDF, 1.60 MB
english, 2012
6

Bivariate Nonparametric Density Estimation of Stock Prices and Volume

Year:
2001
Language:
english
File:
PDF, 283 KB
english, 2001
11

Asymptotic and qualitative performance of non-parametric density estimators: a comparative study

Year:
2008
Language:
english
File:
PDF, 2.17 MB
english, 2008