Splines for Financial Volatility (Q2920261): Difference between revisions

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-Peter Bühlmann
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+Peter Bühlmann
@@ Property / author: Peter Bühlmann / rank @@
+Normal rank
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+MaRDI publication profile
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+W2077364631
@@ Property / OpenAlex ID: W2077364631 / rank @@
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+An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Local Likelihood for non‐parametric ARCH(1) models
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+Tree-structured Generalized Autoregressive Conditional Heteroscedastic Models
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Q3093367
@@ Property / cites work: Q3093367 / rank @@
+Normal rank
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+Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
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+Boosting for high-dimensional linear models
@@ Property / cites work: Boosting for high-dimensional linear models / rank @@
+Normal rank
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
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+Greedy function approximation: A gradient boosting machine.
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+Qualitative threshold ARCH models
@@ Property / cites work: Qualitative threshold ARCH models / rank @@
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+Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models
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+Consistent ranking of volatility models
@@ Property / cites work: Consistent ranking of volatility models / rank @@
+Normal rank
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+Local polynomial estimators of the volatility function in nonparametric autoregression
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+Uniform laws of large numbers and stochastic Lipschitz-continuity
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+Piecewise linear regularized solution paths
@@ Property / cites work: Piecewise linear regularized solution paths / rank @@
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@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
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+Nonparametric Autoregression with Multiplicative Volatility and Additive mean
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+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2920261