A simulation study of some nonparametric regression estimators (Q2563654)

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A simulation study of some nonparametric regression estimators
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    A simulation study of some nonparametric regression estimators (English)
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    10 November 1997
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    ARCH
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    heteroscedasticity
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    heavy tails
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    robust
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    simulation
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    security price
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    CAPM
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